+616.1%
VLO vs BNS
+91.0%
+525.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.9% |
| 7D | +6.2% | -1.3% | +7.5% | +6.8% |
| 30D | +23.5% | +4.0% | +19.5% | +21.2% |
| 3M | +53.9% | +13.8% | +40.1% | +44.5% |
| 6M | +81.7% | +32.7% | +49.0% | +57.0% |
| YTD | +142.5% | +27.6% | +114.9% | +113.7% |
| 1Y | +145.4% | +47.4% | +98.0% | +99.5% |
| 3Y | +197.3% | +129.0% | +68.3% | +82.4% |
| All | +616.1% | +91.0% | +525.1% | +327.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling