+192.7%
VSH vs BNS
+188.9%
+3.8%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.7% | +5.5% | +5.6% |
| 7D | +4.8% | -0.4% | +5.2% | +5.1% |
| 30D | -0.7% | +3.5% | -4.2% | -3.7% |
| 3M | -43.1% | +14.1% | -57.1% | -49.3% |
| 6M | +91.8% | +33.8% | +58.0% | +49.3% |
| YTD | +131.6% | +29.5% | +102.2% | +84.9% |
| 1Y | +118.1% | +48.4% | +69.7% | +54.9% |
| 3Y | +40.9% | +129.6% | -88.7% | -32.1% |
| 5Y | +75.8% | +96.1% | -20.3% | -4.1% |
| All | +192.7% | +188.9% | +3.8% | +21.6% |
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