-9.5%
VMC vs BNS
+50.5%
-60.0%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.3% |
| 7D | -4.3% | +1.5% | -5.9% | -4.9% |
| 30D | -8.2% | +6.0% | -14.2% | -10.3% |
| 3M | -7.0% | +16.3% | -23.4% | -13.3% |
| 6M | -10.8% | +27.3% | -38.1% | -20.9% |
| YTD | -7.4% | +28.5% | -35.9% | -18.8% |
| 1Y | -9.5% | +49.0% | -58.5% | -26.3% |
| All | -9.5% | +50.5% | -60.0% | -26.3% |
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 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