+916.4%
VRT vs BNS
+92.5%
+823.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.8% | -6.4% | -6.3% |
| 7D | -7.7% | -2.2% | -5.5% | -6.0% |
| 30D | -12.0% | +4.5% | -16.4% | -15.4% |
| 3M | -11.7% | +14.9% | -26.6% | -21.4% |
| 6M | -8.1% | +32.5% | -40.6% | -27.3% |
| YTD | +53.2% | +28.6% | +24.6% | +23.9% |
| 1Y | +81.7% | +48.4% | +33.3% | +30.6% |
| 3Y | +535.3% | +130.8% | +404.5% | +211.2% |
| 5Y | +916.4% | +94.8% | +821.6% | +560.0% |
| All | +916.4% | +92.5% | +823.9% | +560.0% |
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