+31.2%
VCIT vs BNS
+186.8%
-155.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.1% |
| 7D | +0.7% | -0.8% | +1.5% | +0.8% |
| 30D | +1.8% | +5.5% | -3.7% | +1.4% |
| 3M | -1.1% | +6.0% | -7.1% | -1.6% |
| 6M | -1.7% | +22.6% | -24.3% | -3.2% |
| YTD | -1.1% | +30.5% | -31.6% | -3.2% |
| 1Y | -0.4% | +44.1% | -44.5% | -3.2% |
| 3Y | +20.5% | +150.8% | -130.3% | +12.3% |
| 5Y | +3.8% | +80.7% | -76.9% | -1.8% |
| 10Y | +31.2% | +185.2% | -154.0% | +18.4% |
| All | +31.2% | +186.8% | -155.6% | +18.4% |
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