+404.6%
VIAV vs BNS
+188.9%
+215.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +3.0% | +3.2% |
| 7D | +11.2% | -0.4% | +11.6% | +11.3% |
| 30D | -10.1% | +3.5% | -13.6% | -12.2% |
| 3M | -22.9% | +14.1% | -36.9% | -29.2% |
| 6M | +28.8% | +33.8% | -5.0% | +7.5% |
| YTD | +117.5% | +29.5% | +88.0% | +85.5% |
| 1Y | +216.1% | +48.4% | +167.7% | +148.5% |
| 3Y | +292.2% | +129.6% | +162.6% | +132.3% |
| 5Y | +141.0% | +96.1% | +44.9% | +55.5% |
| All | +404.6% | +188.9% | +215.7% | +142.6% |
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