+301.6%
VFC vs BNS
+1,485.2%
-1,183.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.4% | +3.3% |
| 7D | +1.6% | +0.9% | +0.7% | +1.1% |
| 30D | +25.5% | +2.8% | +22.7% | +23.4% |
| 3M | +41.3% | +3.0% | +38.3% | +38.2% |
| 6M | +22.2% | +23.3% | -1.0% | +7.4% |
| YTD | +16.4% | +29.3% | -12.9% | -0.3% |
| 1Y | +38.4% | +41.7% | -3.3% | +12.3% |
| 3Y | +56.2% | +147.7% | -91.5% | -8.0% |
| 5Y | -68.2% | +79.4% | -147.5% | -77.3% |
| 10Y | -48.4% | +188.5% | -236.8% | -71.3% |
| All | +301.6% | +1,485.2% | -1,183.6% | -10.8% |
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