+25.4%
VTEB vs BNS
+266.7%
-241.3%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.3% |
| 7D | -0.9% | -0.4% | -0.5% | -0.9% |
| 30D | -2.5% | +3.5% | -6.0% | -2.7% |
| 3M | -3.0% | +14.1% | -17.0% | -3.7% |
| 6M | -2.1% | +33.8% | -35.9% | -3.8% |
| YTD | -1.5% | +29.5% | -30.9% | -3.0% |
| 1Y | +0.2% | +48.4% | -48.2% | -2.2% |
| 3Y | +8.6% | +129.6% | -121.0% | +3.1% |
| 5Y | +1.2% | +96.1% | -94.9% | -3.3% |
| 10Y | +18.1% | +186.2% | -168.1% | +8.3% |
| All | +25.4% | +266.7% | -241.3% | +15.9% |
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