+1,238.2%
VST vs BNS
+185.2%
+1,053.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.7% | +2.3% |
| 7D | +9.9% | +1.8% | +8.1% | +8.6% |
| 30D | +7.9% | +4.5% | +3.4% | +4.7% |
| 3M | +3.4% | +15.8% | -12.4% | -6.0% |
| 6M | -4.1% | +31.5% | -35.6% | -19.7% |
| YTD | -5.7% | +28.6% | -34.3% | -20.0% |
| 1Y | -18.9% | +48.2% | -67.1% | -37.3% |
| 3Y | +359.1% | +130.8% | +228.3% | +166.2% |
| 5Y | +766.9% | +94.9% | +672.0% | +449.9% |
| All | +1,238.2% | +185.2% | +1,053.0% | +576.4% |
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