+130.8%
BNS vs EXR
+23.6%
+107.2%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -1.0% | -1.0% |
| 7D | +1.8% | -0.7% | +2.5% | +2.0% |
| 30D | +4.5% | -6.9% | +11.4% | +6.3% |
| 3M | +15.8% | -3.0% | +18.8% | +16.4% |
| 6M | +31.5% | -2.9% | +34.4% | +31.9% |
| YTD | +28.6% | +9.3% | +19.3% | +25.3% |
| 1Y | +48.2% | -0.9% | +49.1% | +47.7% |
| 3Y | +130.8% | +24.7% | +106.1% | +123.6% |
| All | +130.8% | +23.6% | +107.2% | +123.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling