-18.9%
EXE vs BNS
+52.0%
-70.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.0% | -5.9% | -2.2% |
| 7D | -4.7% | +2.0% | -6.7% | -4.1% |
| 30D | +1.0% | +7.8% | -6.7% | +2.8% |
| 3M | -5.6% | +11.7% | -17.3% | -2.7% |
| 6M | -12.3% | +28.2% | -40.6% | -6.3% |
| YTD | -19.5% | +34.8% | -54.3% | -12.5% |
| 1Y | -18.9% | +51.1% | -69.9% | -9.7% |
| All | -18.9% | +52.0% | -70.9% | -9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling