+222.5%
VT vs BNS
+179.0%
+43.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.1% | +0.6% |
| 7D | +0.4% | +1.5% | -1.1% | -0.4% |
| 30D | +1.0% | +6.0% | -5.0% | -2.4% |
| 3M | +2.4% | +16.3% | -14.0% | -6.2% |
| 6M | +12.0% | +28.8% | -16.8% | -3.1% |
| YTD | +15.3% | +30.0% | -14.6% | -0.9% |
| 1Y | +22.6% | +50.7% | -28.1% | -3.1% |
| 3Y | +74.7% | +125.4% | -50.7% | +8.6% |
| 5Y | +66.1% | +94.2% | -28.1% | +11.5% |
| All | +222.5% | +179.0% | +43.5% | +73.0% |
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