+1,597.6%
EXPD vs BNS
+1,484.8%
+112.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.8% | +0.9% | +1.8% |
| 7D | -5.5% | -0.8% | -4.7% | -5.1% |
| 30D | -1.9% | +5.5% | -7.4% | -4.7% |
| 3M | +6.1% | +6.0% | +0.1% | +2.5% |
| 6M | +21.6% | +22.6% | -1.0% | +8.5% |
| YTD | +27.9% | +30.5% | -2.6% | +10.0% |
| 1Y | +39.4% | +44.1% | -4.7% | +13.6% |
| 3Y | +72.7% | +150.8% | -78.1% | +3.3% |
| 5Y | +60.3% | +80.7% | -20.3% | +13.1% |
| 10Y | +332.6% | +185.2% | +147.4% | +126.4% |
| All | +1,597.6% | +1,484.8% | +112.8% | +267.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling