+331.3%
BNS vs VCLT
+102.9%
+228.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | -1.3% | 0.0% | -1.3% | -1.3% |
| 30D | +4.0% | +0.1% | +3.9% | +4.0% |
| 3M | +13.8% | -2.9% | +16.7% | +14.5% |
| 6M | +32.7% | -4.0% | +36.6% | +33.8% |
| YTD | +27.6% | -2.2% | +29.8% | +28.2% |
| 1Y | +47.4% | -2.6% | +50.0% | +48.2% |
| 3Y | +129.0% | +12.3% | +116.7% | +124.7% |
| 5Y | +92.7% | -16.4% | +109.1% | +91.6% |
| 10Y | +182.1% | +18.1% | +164.0% | +195.7% |
| All | +331.3% | +102.9% | +228.4% | +528.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling