+120.6%
VLO vs BNS
+52.0%
+68.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.0% | -8.7% | -4.9% |
| 7D | -6.0% | +2.0% | -8.0% | -5.3% |
| 30D | -12.9% | +7.8% | -20.6% | -11.1% |
| 3M | +18.3% | +11.7% | +6.7% | +22.3% |
| 6M | +46.4% | +28.2% | +18.2% | +58.3% |
| YTD | +127.7% | +34.8% | +93.0% | +149.6% |
| 1Y | +120.6% | +51.1% | +69.6% | +135.6% |
| All | +120.6% | +52.0% | +68.6% | +135.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling