+154.8%
EXPE vs BNS
+127.2%
+27.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.3% |
| 7D | -11.5% | -1.3% | -10.2% | -10.9% |
| 30D | -13.1% | +4.0% | -17.1% | -15.0% |
| 3M | +18.1% | +13.8% | +4.4% | +9.1% |
| 6M | +13.3% | +32.7% | -19.4% | -5.0% |
| YTD | -3.2% | +27.6% | -30.8% | -17.1% |
| 1Y | +26.1% | +47.4% | -21.3% | -1.2% |
| All | +154.8% | +127.2% | +27.6% | +53.6% |
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