+382.8%
VNQ vs BNS
+758.8%
-376.0%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.4% |
| 7D | -2.6% | -2.2% | -0.4% | -1.2% |
| 30D | -2.3% | +4.5% | -6.8% | -5.5% |
| 3M | -2.8% | +14.9% | -17.7% | -12.1% |
| 6M | +2.5% | +32.5% | -30.0% | -15.9% |
| YTD | +8.4% | +28.6% | -20.2% | -9.5% |
| 1Y | +6.8% | +48.4% | -41.6% | -19.3% |
| 3Y | +29.9% | +130.8% | -100.9% | -28.3% |
| 5Y | +7.2% | +94.8% | -87.6% | -34.7% |
| 10Y | +62.5% | +184.3% | -121.8% | -27.8% |
| All | +382.8% | +758.8% | -376.0% | +10.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling