+129.6%
BNS vs VCLT
+11.4%
+118.2%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.6% |
| 7D | -0.4% | -1.4% | +1.0% | +0.5% |
| 30D | +3.5% | -1.2% | +4.6% | +4.2% |
| 3M | +14.1% | -4.8% | +18.8% | +17.6% |
| 6M | +33.8% | -2.6% | +36.3% | +36.0% |
| YTD | +29.5% | -3.3% | +32.8% | +32.2% |
| 1Y | +48.4% | -4.8% | +53.2% | +53.0% |
| 3Y | +129.6% | +11.5% | +118.1% | +115.9% |
| All | +129.6% | +11.4% | +118.2% | +115.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 3y: compounded portfolio wealth divided by compounded VCLT 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…
3y analysis · Full analysis span regression · 6 months rolling