+94.9%
BNS vs VCLT
-17.2%
+112.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.6% |
| 7D | -0.4% | -1.4% | +1.0% | +0.2% |
| 30D | +3.5% | -1.2% | +4.6% | +4.0% |
| 3M | +14.1% | -4.8% | +18.8% | +16.6% |
| 6M | +33.8% | -2.6% | +36.3% | +35.4% |
| YTD | +29.5% | -3.3% | +32.8% | +31.5% |
| 1Y | +48.4% | -4.8% | +53.2% | +51.7% |
| 3Y | +129.6% | +11.5% | +118.1% | +119.6% |
| All | +94.9% | -17.2% | +112.1% | +79.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling