+144.4%
BNS vs VLTO
+54.8%
+89.6%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | -2.2% | +5.4% | -7.6% | -3.1% |
| 30D | +5.1% | +22.3% | -17.2% | +1.3% |
| 3M | +4.7% | +19.6% | -14.9% | +1.3% |
| 6M | +19.0% | +35.2% | -16.1% | +11.9% |
| YTD | +28.2% | +17.9% | +10.3% | +24.3% |
| 1Y | +43.4% | +19.5% | +23.9% | +38.5% |
| 3Y | +143.1% | +73.9% | +69.2% | +111.1% |
| All | +144.4% | +54.8% | +89.6% | +115.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling