+1,216.9%
VST vs BNS
+188.2%
+1,028.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +4.3% |
| 7D | +8.9% | +1.5% | +7.4% | +7.8% |
| 30D | +6.2% | +6.0% | +0.3% | +2.1% |
| 3M | -2.7% | +16.3% | -19.1% | -11.9% |
| 6M | -8.4% | +28.8% | -37.1% | -22.2% |
| YTD | -7.2% | +30.0% | -37.2% | -21.8% |
| 1Y | -20.9% | +50.7% | -71.6% | -39.5% |
| 3Y | +384.0% | +125.4% | +258.6% | +184.7% |
| 5Y | +757.1% | +94.2% | +662.8% | +445.1% |
| All | +1,216.9% | +188.2% | +1,028.7% | +561.2% |
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 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