+69.3%
EXPD vs BNS
+130.6%
-61.3%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.2% |
| 7D | -1.1% | +1.5% | -2.7% | -1.6% |
| 30D | +4.1% | +6.0% | -1.9% | +2.2% |
| 3M | +17.9% | +16.3% | +1.6% | +12.3% |
| 6M | +29.2% | +28.8% | +0.5% | +18.9% |
| YTD | +27.4% | +30.0% | -2.6% | +16.9% |
| 1Y | +56.8% | +50.7% | +6.1% | +36.6% |
| All | +69.3% | +130.6% | -61.3% | +25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling