+895.6%
BNS vs VO
+821.9%
+73.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.5% | -0.6% |
| 7D | +1.8% | +0.6% | +1.2% | +1.3% |
| 30D | +4.5% | -1.1% | +5.6% | +5.5% |
| 3M | +15.8% | +4.5% | +11.2% | +11.5% |
| 6M | +31.5% | +11.1% | +20.4% | +20.4% |
| YTD | +28.6% | +13.5% | +15.1% | +15.5% |
| 1Y | +48.2% | +14.5% | +33.7% | +32.0% |
| 3Y | +130.8% | +58.1% | +72.7% | +54.7% |
| 5Y | +94.9% | +43.3% | +51.6% | +39.7% |
| 10Y | +179.6% | +193.2% | -13.6% | +6.3% |
| All | +895.6% | +821.9% | +73.6% | +51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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