+145.7%
VMC vs BNS
+188.9%
-43.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.4% |
| 7D | -3.8% | -0.4% | -3.4% | -3.5% |
| 30D | -9.7% | +3.5% | -13.1% | -11.8% |
| 3M | -9.6% | +14.1% | -23.7% | -17.2% |
| 6M | -4.8% | +33.8% | -38.6% | -21.2% |
| YTD | -10.9% | +29.5% | -40.3% | -24.9% |
| 1Y | -15.6% | +48.4% | -64.0% | -34.8% |
| 3Y | +19.3% | +129.6% | -110.3% | -31.5% |
| 5Y | +48.0% | +96.1% | -48.1% | -6.4% |
| All | +145.7% | +188.9% | -43.2% | +22.2% |
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