+2,397.0%
VRT vs BNS
+138.0%
+2,259.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.8% | -6.4% | -6.2% |
| 7D | -7.7% | -2.2% | -5.5% | -6.2% |
| 30D | -12.0% | +4.5% | -16.4% | -15.0% |
| 3M | -11.7% | +14.9% | -26.6% | -20.2% |
| 6M | -8.1% | +32.5% | -40.6% | -25.0% |
| YTD | +53.2% | +28.6% | +24.6% | +27.6% |
| 1Y | +81.7% | +48.4% | +33.3% | +36.5% |
| 3Y | +535.3% | +130.8% | +404.5% | +244.0% |
| 5Y | +916.4% | +94.8% | +821.6% | +526.5% |
| All | +2,397.0% | +138.0% | +2,259.0% | +1,031.6% |
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