+8,064.9%
VLO vs BNS
+1,492.9%
+6,572.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.9% |
| 7D | +5.2% | +1.5% | +3.7% | +4.0% |
| 30D | +22.6% | +6.0% | +16.6% | +16.8% |
| 3M | +43.8% | +16.3% | +27.4% | +27.0% |
| 6M | +65.7% | +28.8% | +37.0% | +33.7% |
| YTD | +131.1% | +30.0% | +101.1% | +84.8% |
| 1Y | +143.6% | +50.7% | +92.9% | +73.3% |
| 3Y | +201.4% | +125.4% | +76.0% | +52.1% |
| 5Y | +568.9% | +94.2% | +474.7% | +275.4% |
| 10Y | +891.8% | +182.8% | +709.0% | +331.9% |
| All | +8,064.9% | +1,492.9% | +6,572.0% | +1,179.0% |
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