+1,245.4%
VUG vs BNS
+899.7%
+345.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.7% | +0.1% |
| 7D | +0.9% | +1.8% | -1.0% | -0.1% |
| 30D | -1.4% | +4.5% | -5.9% | -3.8% |
| 3M | +2.3% | +15.8% | -13.5% | -5.2% |
| 6M | +15.7% | +31.5% | -15.8% | +0.5% |
| YTD | +8.6% | +28.6% | -20.0% | -4.7% |
| 1Y | +14.1% | +48.2% | -34.1% | -6.8% |
| 3Y | +87.9% | +130.8% | -42.9% | +21.8% |
| 5Y | +76.3% | +94.9% | -18.6% | +24.0% |
| 10Y | +409.7% | +179.6% | +230.1% | +191.0% |
| All | +1,245.4% | +899.7% | +345.7% | +364.9% |
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