+96.1%
VCIT vs BNS
+334.6%
-238.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +0.1% | -2.2% | +2.3% | +0.2% |
| 30D | +1.9% | +5.1% | -3.2% | +1.7% |
| 3M | -1.4% | +4.7% | -6.2% | -1.6% |
| 6M | -2.1% | +19.0% | -21.2% | -2.8% |
| YTD | -1.6% | +28.2% | -29.8% | -2.6% |
| 1Y | -0.9% | +43.4% | -44.3% | -2.3% |
| 3Y | +20.0% | +143.1% | -123.1% | +16.1% |
| 5Y | +3.1% | +77.3% | -74.2% | +0.3% |
| 10Y | +28.7% | +183.5% | -154.7% | +23.8% |
| All | +96.1% | +334.6% | -238.5% | +93.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling