+2,723.0%
VRT vs BNS
+140.5%
+2,582.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.2% | +5.5% | +5.2% |
| 7D | +9.1% | +1.5% | +7.6% | +7.9% |
| 30D | +0.9% | +6.0% | -5.0% | -3.5% |
| 3M | -13.4% | +16.3% | -29.7% | -22.4% |
| 6M | +11.7% | +28.8% | -17.1% | -7.1% |
| YTD | +73.2% | +30.0% | +43.3% | +43.2% |
| 1Y | +123.4% | +50.7% | +72.7% | +65.9% |
| 3Y | +606.2% | +125.4% | +480.8% | +289.0% |
| 5Y | +899.9% | +94.2% | +805.7% | +517.2% |
| All | +2,723.0% | +140.5% | +2,582.5% | +1,169.7% |
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 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