+61.8%
VNQ vs BNS
+188.9%
-127.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | +0.1% | +0.4% |
| 7D | -1.3% | -0.4% | -0.9% | -1.1% |
| 30D | -2.6% | +3.5% | -6.0% | -4.7% |
| 3M | -2.0% | +14.1% | -16.1% | -9.5% |
| 6M | +4.3% | +33.8% | -29.4% | -12.2% |
| YTD | +9.2% | +29.5% | -20.2% | -6.6% |
| 1Y | +5.6% | +48.4% | -42.8% | -16.7% |
| 3Y | +30.8% | +129.6% | -98.7% | -21.0% |
| 5Y | +8.0% | +96.1% | -88.1% | -29.4% |
| All | +61.8% | +188.9% | -127.1% | -18.7% |
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