+1,934.0%
VRT vs BNS
+139.3%
+1,794.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.5% |
| 7D | +10.5% | +0.9% | +9.6% | +9.9% |
| 30D | -9.3% | +2.8% | -12.1% | -10.8% |
| 3M | -29.6% | +3.0% | -32.6% | -31.1% |
| 6M | -45.4% | +23.3% | -68.6% | -53.0% |
| YTD | +24.8% | +29.3% | -4.5% | +3.8% |
| 1Y | +23.6% | +41.7% | -18.1% | -3.6% |
| 3Y | +379.7% | +147.7% | +231.9% | +148.2% |
| 5Y | +660.3% | +79.4% | +581.0% | +396.5% |
| All | +1,934.0% | +139.3% | +1,794.6% | +820.8% |
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 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