-50.0%
VTRS vs BNS
+188.9%
-238.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.4% |
| 7D | -2.2% | -0.4% | -1.8% | -2.0% |
| 30D | +3.3% | +3.5% | -0.1% | +1.1% |
| 3M | +2.0% | +14.1% | -12.1% | -5.9% |
| 6M | +19.9% | +33.8% | -13.8% | +0.8% |
| YTD | +35.7% | +29.5% | +6.3% | +16.1% |
| 1Y | +68.1% | +48.4% | +19.7% | +32.5% |
| 3Y | +87.1% | +129.6% | -42.5% | +12.7% |
| 5Y | +47.6% | +96.1% | -48.4% | -3.0% |
| All | -50.0% | +188.9% | -238.9% | -71.6% |
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