-38.0%
VG vs BNS
+88.9%
-126.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.2% | +2.0% |
| 7D | -2.5% | +1.8% | -4.3% | -2.3% |
| 30D | +11.1% | +4.5% | +6.6% | +11.7% |
| 3M | +14.9% | +15.8% | -0.9% | +14.8% |
| 6M | +18.4% | +31.5% | -13.1% | +14.2% |
| YTD | +116.6% | +28.6% | +88.0% | +109.6% |
| 1Y | +9.4% | +48.2% | -38.8% | -8.5% |
| All | -38.0% | +88.9% | -126.9% | -71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BNS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling