+1,164.9%
VST vs BNS
+187.6%
+977.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | +6.6% | +0.9% | +5.7% | +6.0% |
| 30D | -12.4% | +2.8% | -15.1% | -14.0% |
| 3M | -9.0% | +3.0% | -12.0% | -11.2% |
| 6M | -6.4% | +23.3% | -29.7% | -18.5% |
| YTD | -17.2% | +29.3% | -46.5% | -30.2% |
| 1Y | -22.0% | +41.7% | -63.7% | -38.1% |
| 3Y | +296.7% | +147.7% | +148.9% | +119.7% |
| 5Y | +637.6% | +79.4% | +558.2% | +392.3% |
| All | +1,164.9% | +187.6% | +977.2% | +621.6% |
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