+57.7%
EXPD vs BNS
+48.3%
+9.3%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | +1.2% | -2.2% | +3.4% | +1.6% |
| 30D | +6.8% | +4.5% | +2.4% | +5.9% |
| 3M | +14.9% | +14.9% | +0.1% | +11.3% |
| 6M | +34.6% | +32.5% | +2.1% | +25.2% |
| YTD | +27.7% | +28.6% | -0.9% | +22.0% |
| 1Y | +57.7% | +48.4% | +9.3% | +40.5% |
| All | +57.7% | +48.3% | +9.3% | +40.5% |
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 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