+1.2%
EXE vs BNS
+49.3%
-48.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -1.9% |
| 7D | -3.1% | -0.4% | -2.8% | -3.2% |
| 30D | -0.9% | +3.5% | -4.4% | +0.1% |
| 3M | +9.6% | +14.1% | -4.5% | +13.5% |
| 6M | -11.6% | +33.8% | -45.4% | -5.3% |
| YTD | -12.6% | +29.5% | -42.0% | -6.4% |
| 1Y | +1.2% | +48.4% | -47.2% | +7.3% |
| All | +1.2% | +49.3% | -48.1% | +7.3% |
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