+93.1%
EXPE vs BNS
+92.5%
+0.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.0% |
| 7D | -8.7% | -2.2% | -6.5% | -7.1% |
| 30D | -13.6% | +4.5% | -18.1% | -16.7% |
| 3M | +26.6% | +14.9% | +11.8% | +13.0% |
| 6M | +19.9% | +32.5% | -12.5% | -4.5% |
| YTD | -1.7% | +28.6% | -30.3% | -20.2% |
| 1Y | +29.4% | +48.4% | -18.9% | -6.3% |
| 3Y | +155.7% | +130.8% | +24.9% | +25.9% |
| 5Y | +93.1% | +94.8% | -1.7% | +16.8% |
| All | +93.1% | +92.5% | +0.6% | +16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling