+219.8%
VT vs BNS
+186.8%
+33.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.8% | +0.8% | +1.6% |
| 7D | +0.4% | -0.8% | +1.1% | +0.8% |
| 30D | -2.6% | +5.5% | -8.1% | -5.4% |
| 3M | -3.2% | +6.0% | -9.2% | -6.6% |
| 6M | +0.9% | +22.6% | -21.7% | -10.3% |
| YTD | +11.3% | +30.5% | -19.1% | -4.6% |
| 1Y | +14.0% | +44.1% | -30.1% | -7.6% |
| 3Y | +75.8% | +150.8% | -74.9% | +3.1% |
| 5Y | +57.8% | +80.7% | -22.8% | +10.4% |
| 10Y | +219.8% | +185.2% | +34.6% | +74.2% |
| All | +219.8% | +186.8% | +33.0% | +74.2% |
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 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