+654.4%
VRT vs BNS
+78.5%
+575.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.5% |
| 7D | +10.5% | +0.9% | +9.6% | +9.8% |
| 30D | -9.3% | +2.8% | -12.1% | -11.0% |
| 3M | -29.6% | +3.0% | -32.6% | -31.3% |
| 6M | -45.4% | +23.3% | -68.6% | -54.2% |
| YTD | +24.8% | +29.3% | -4.5% | +0.5% |
| 1Y | +23.6% | +41.7% | -18.1% | -7.7% |
| 3Y | +379.7% | +147.7% | +231.9% | +118.2% |
| All | +654.4% | +78.5% | +575.9% | +393.7% |
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