+665.2%
VMC vs BNS
+1,476.3%
-811.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.0% |
| 7D | -0.5% | +1.8% | -2.3% | -1.7% |
| 30D | -9.1% | +4.5% | -13.6% | -12.0% |
| 3M | -4.1% | +15.8% | -19.9% | -13.3% |
| 6M | -5.5% | +31.5% | -37.0% | -21.4% |
| YTD | -8.9% | +28.6% | -37.5% | -23.3% |
| 1Y | -12.9% | +48.2% | -61.1% | -33.2% |
| 3Y | +22.1% | +130.8% | -108.7% | -30.9% |
| 5Y | +52.7% | +94.9% | -42.2% | -4.5% |
| 10Y | +152.7% | +179.6% | -26.8% | +21.2% |
| All | +665.2% | +1,476.3% | -811.1% | +25.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling