-68.5%
VFC vs BNS
+188.9%
-257.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.7% | +3.7% | +3.8% |
| 7D | -1.4% | -0.4% | -1.0% | -1.0% |
| 30D | -9.0% | +3.5% | -12.4% | -12.4% |
| 3M | -24.2% | +14.1% | -38.2% | -33.1% |
| 6M | -18.5% | +33.8% | -52.3% | -37.7% |
| YTD | -25.9% | +29.5% | -55.3% | -41.6% |
| 1Y | -13.0% | +48.4% | -61.4% | -39.6% |
| 3Y | -20.3% | +129.6% | -149.9% | -62.4% |
| 5Y | -78.1% | +96.1% | -174.2% | -88.2% |
| All | -68.5% | +188.9% | -257.4% | -86.7% |
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 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