+47.2%
EXPD vs BNS
+52.0%
-4.8%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.0% | -6.2% | -3.7% |
| 7D | +0.3% | +2.0% | -1.7% | -0.1% |
| 30D | +1.8% | +7.8% | -5.9% | +0.4% |
| 3M | +8.9% | +11.7% | -2.7% | +6.7% |
| 6M | +42.2% | +28.2% | +14.0% | +35.0% |
| YTD | +33.4% | +34.8% | -1.4% | +27.7% |
| 1Y | +47.2% | +51.1% | -3.9% | +36.1% |
| All | +47.2% | +52.0% | -4.8% | +36.1% |
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