+40.9%
VSH vs BNS
+130.5%
-89.6%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -3.5% |
| 3M | -43.1% | +14.1% | -57.1% | -49.0% |
| 6M | +91.8% | +33.8% | +58.0% | +51.3% |
| YTD | +131.6% | +29.5% | +102.2% | +86.8% |
| 1Y | +118.1% | +48.4% | +69.7% | +58.2% |
| 3Y | +40.9% | +129.6% | -88.7% | -26.2% |
| All | +40.9% | +130.5% | -89.6% | -26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling