+145.3%
BNS vs VLTO
+26.2%
+119.1%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | +1.8% | -1.6% | +3.4% | +2.1% |
| 30D | +4.5% | -2.9% | +7.3% | +5.0% |
| 3M | +15.8% | +12.7% | +3.1% | +12.5% |
| 6M | +31.5% | +1.6% | +29.9% | +30.9% |
| YTD | +28.6% | -4.0% | +32.6% | +29.6% |
| 1Y | +48.2% | -10.2% | +58.4% | +51.8% |
| All | +145.3% | +26.2% | +119.1% | +124.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling