+924.9%
VLO vs BNS
+188.9%
+736.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +0.8% |
| 7D | +5.3% | -0.4% | +5.7% | +5.6% |
| 30D | +18.2% | +3.5% | +14.8% | +14.3% |
| 3M | +53.3% | +14.1% | +39.3% | +35.6% |
| 6M | +70.4% | +33.8% | +36.7% | +29.2% |
| YTD | +143.4% | +29.5% | +113.9% | +89.4% |
| 1Y | +153.0% | +48.4% | +104.6% | +73.4% |
| 3Y | +195.0% | +129.6% | +65.4% | +29.2% |
| 5Y | +618.8% | +96.1% | +522.7% | +258.6% |
| All | +924.9% | +188.9% | +736.0% | +267.3% |
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