+64.4%
VZ vs BNS
+179.9%
-115.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.1% |
| 7D | -1.0% | -1.3% | +0.3% | -0.7% |
| 30D | +5.8% | +4.0% | +1.8% | +4.7% |
| 3M | +10.5% | +13.8% | -3.3% | +6.9% |
| 6M | +1.8% | +32.7% | -30.9% | -5.3% |
| YTD | +28.3% | +27.6% | +0.7% | +20.2% |
| 1Y | +22.0% | +47.4% | -25.4% | +10.0% |
| 3Y | +81.8% | +129.0% | -47.1% | +44.5% |
| 5Y | +25.3% | +92.7% | -67.4% | +3.5% |
| 10Y | +64.4% | +182.1% | -117.7% | +18.2% |
| All | +64.4% | +179.9% | -115.5% | +18.2% |
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