-23.7%
VFC vs BNS
+129.0%
-152.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -2.4% |
| 7D | -3.3% | -2.2% | -1.1% | -1.0% |
| 30D | -14.0% | +4.5% | -18.5% | -18.7% |
| 3M | -22.6% | +14.9% | -37.4% | -34.1% |
| 6M | -24.7% | +32.5% | -57.2% | -45.6% |
| YTD | -29.0% | +28.6% | -57.6% | -47.0% |
| 1Y | -13.8% | +48.4% | -62.1% | -45.8% |
| All | -23.7% | +129.0% | -152.6% | -72.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling