-8.6%
VMC vs BNS
+33.0%
-41.6%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -2.9% |
| 7D | -5.3% | -1.3% | -4.0% | -4.9% |
| 30D | -12.3% | +4.0% | -16.3% | -13.6% |
| 3M | -10.3% | +13.8% | -24.1% | -16.9% |
| 6M | -8.6% | +32.7% | -41.2% | -24.2% |
| All | -8.6% | +33.0% | -41.6% | -24.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling