-15.6%
VMC vs BNS
+49.3%
-64.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.6% |
| 7D | -3.8% | -0.4% | -3.4% | -3.6% |
| 30D | -9.7% | +3.5% | -13.1% | -10.7% |
| 3M | -9.6% | +14.1% | -23.7% | -14.8% |
| 6M | -4.8% | +33.8% | -38.6% | -16.7% |
| YTD | -10.9% | +29.5% | -40.3% | -21.7% |
| 1Y | -15.6% | +48.4% | -64.0% | -29.7% |
| All | -15.6% | +49.3% | -64.9% | -29.7% |
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