+105.6%
VSH vs BNS
+1,476.3%
-1,370.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.2% |
| 7D | +6.2% | +1.8% | +4.4% | +4.6% |
| 30D | -11.1% | +4.5% | -15.6% | -14.3% |
| 3M | -44.9% | +15.8% | -60.7% | -51.0% |
| 6M | +90.0% | +31.5% | +58.5% | +53.0% |
| YTD | +118.8% | +28.6% | +90.2% | +79.0% |
| 1Y | +109.0% | +48.2% | +60.8% | +52.9% |
| 3Y | +35.6% | +130.8% | -95.2% | -30.8% |
| 5Y | +66.7% | +94.9% | -28.2% | -3.7% |
| 10Y | +167.9% | +179.6% | -11.6% | +17.0% |
| All | +105.6% | +1,476.3% | -1,370.7% | -84.3% |
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