+798.4%
BNS vs EXR
+2,662.2%
-1,863.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | +0.1% | -0.7% |
| 7D | +1.5% | -2.6% | +4.1% | +2.4% |
| 30D | +6.0% | -7.2% | +13.1% | +8.6% |
| 3M | +16.3% | -3.5% | +19.8% | +17.5% |
| 6M | +28.8% | -5.3% | +34.1% | +30.7% |
| YTD | +30.0% | +9.4% | +20.6% | +25.3% |
| 1Y | +50.7% | +1.3% | +49.4% | +48.6% |
| 3Y | +125.4% | +22.4% | +103.0% | +103.6% |
| 5Y | +94.2% | -12.2% | +106.5% | +91.6% |
| 10Y | +182.8% | +148.6% | +34.3% | +83.2% |
| All | +798.4% | +2,662.2% | -1,863.9% | +121.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling