+169.7%
EXE vs BNS
+120.9%
+48.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.4% |
| 7D | -3.1% | -0.4% | -2.8% | -3.0% |
| 30D | -0.9% | +3.5% | -4.4% | -2.7% |
| 3M | +9.6% | +14.1% | -4.5% | +2.1% |
| 6M | -11.6% | +33.8% | -45.4% | -24.7% |
| YTD | -12.6% | +29.5% | -42.0% | -24.5% |
| 1Y | +1.2% | +48.4% | -47.2% | -19.6% |
| 3Y | +18.0% | +129.6% | -111.6% | -30.4% |
| 5Y | +101.1% | +96.1% | +5.0% | +29.9% |
| All | +169.7% | +120.9% | +48.9% | +63.5% |
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