+185.0%
BNS vs EXR
+149.6%
+35.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.6% |
| 7D | -2.2% | -3.2% | +1.0% | -1.3% |
| 30D | +4.5% | -6.9% | +11.4% | +6.5% |
| 3M | +14.9% | -7.8% | +22.7% | +17.2% |
| 6M | +32.5% | -4.9% | +37.3% | +33.9% |
| YTD | +28.6% | +7.2% | +21.5% | +25.6% |
| 1Y | +48.4% | -1.5% | +49.9% | +47.9% |
| 3Y | +130.8% | +22.3% | +108.5% | +113.0% |
| 5Y | +94.8% | -10.9% | +105.7% | +92.3% |
| All | +185.0% | +149.6% | +35.4% | +120.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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