+1,590.5%
EXPD vs BNS
+1,492.9%
+97.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.5% |
| 7D | -1.1% | +1.5% | -2.7% | -2.0% |
| 30D | +4.1% | +6.0% | -1.9% | +0.7% |
| 3M | +17.9% | +16.3% | +1.6% | +8.4% |
| 6M | +29.2% | +28.8% | +0.5% | +12.1% |
| YTD | +27.4% | +30.0% | -2.6% | +9.9% |
| 1Y | +56.8% | +50.7% | +6.1% | +25.0% |
| 3Y | +68.0% | +125.4% | -57.3% | +6.4% |
| 5Y | +61.9% | +94.2% | -32.4% | +9.9% |
| 10Y | +316.0% | +182.8% | +133.2% | +118.8% |
| All | +1,590.5% | +1,492.9% | +97.6% | +265.1% |
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 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