+105.4%
EXE vs BNS
+92.5%
+12.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -0.1% |
| 7D | -2.2% | -2.2% | 0.0% | -1.2% |
| 30D | -0.8% | +4.5% | -5.3% | -3.0% |
| 3M | +10.0% | +14.9% | -4.8% | +2.2% |
| 6M | -6.3% | +32.5% | -38.8% | -19.6% |
| YTD | -10.7% | +28.6% | -39.3% | -22.4% |
| 1Y | +2.7% | +48.4% | -45.7% | -18.2% |
| 3Y | +19.1% | +130.8% | -111.7% | -30.1% |
| 5Y | +105.4% | +94.8% | +10.6% | +20.7% |
| All | +105.4% | +92.5% | +12.9% | +20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling