+46.8%
VMC vs BNS
+92.5%
-45.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -0.1% |
| 7D | -3.7% | -2.2% | -1.5% | -2.5% |
| 30D | -12.8% | +4.5% | -17.2% | -15.0% |
| 3M | -7.9% | +14.9% | -22.8% | -15.1% |
| 6M | -7.5% | +32.5% | -40.0% | -21.4% |
| YTD | -11.6% | +28.6% | -40.2% | -23.8% |
| 1Y | -14.3% | +48.4% | -62.6% | -32.0% |
| 3Y | +18.5% | +130.8% | -112.3% | -28.6% |
| 5Y | +46.8% | +94.8% | -48.0% | -0.5% |
| All | +46.8% | +92.5% | -45.8% | -0.5% |
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