+159.4%
VFC vs BNS
+1,492.9%
-1,333.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.5% | +3.1% |
| 7D | -1.6% | +1.5% | -3.2% | -2.6% |
| 30D | -11.6% | +6.0% | -17.6% | -15.0% |
| 3M | -18.1% | +16.3% | -34.4% | -25.4% |
| 6M | -27.4% | +28.8% | -56.1% | -37.6% |
| YTD | -24.8% | +30.0% | -54.8% | -35.8% |
| 1Y | -8.2% | +50.7% | -58.9% | -28.3% |
| 3Y | -29.1% | +125.4% | -154.5% | -55.8% |
| 5Y | -79.2% | +94.2% | -173.4% | -85.8% |
| 10Y | -68.1% | +182.8% | -250.9% | -82.1% |
| All | +159.4% | +1,492.9% | -1,333.6% | -42.5% |
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