+146.7%
BNS vs VLTO
+56.4%
+90.3%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.8% | -0.2% |
| 7D | +0.9% | +1.0% | -0.1% | +0.8% |
| 30D | +2.8% | +17.5% | -14.7% | -0.2% |
| 3M | +3.0% | +21.4% | -18.4% | -0.7% |
| 6M | +23.3% | +38.1% | -14.9% | +15.4% |
| YTD | +29.3% | +19.0% | +10.3% | +25.3% |
| 1Y | +41.7% | +20.7% | +21.0% | +36.6% |
| 3Y | +147.7% | +64.3% | +83.5% | +118.2% |
| All | +146.7% | +56.4% | +90.3% | +116.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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