+29.3%
VCIT vs BNS
+177.9%
-148.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +1.0% | 0.0% |
| 7D | +0.1% | +1.8% | -1.7% | -0.1% |
| 30D | -0.8% | +4.5% | -5.3% | -1.1% |
| 3M | -0.5% | +15.8% | -16.3% | -1.7% |
| 6M | -1.4% | +31.5% | -32.9% | -3.5% |
| YTD | -0.8% | +28.6% | -29.4% | -2.7% |
| 1Y | +0.3% | +48.2% | -47.9% | -2.7% |
| 3Y | +19.2% | +130.8% | -111.6% | +11.7% |
| 5Y | +3.6% | +94.9% | -91.3% | -2.3% |
| 10Y | +29.3% | +179.6% | -150.3% | +17.1% |
| All | +29.3% | +177.9% | -148.7% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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