+855.0%
EXPE vs BNS
+602.9%
+252.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -0.8% |
| 7D | -9.5% | +1.5% | -11.1% | -10.5% |
| 30D | -6.6% | +6.0% | -12.6% | -10.9% |
| 3M | +31.4% | +16.3% | +15.0% | +16.6% |
| 6M | +35.2% | +28.8% | +6.4% | +11.0% |
| YTD | +5.8% | +30.0% | -24.2% | -13.9% |
| 1Y | +38.7% | +50.7% | -12.0% | +1.5% |
| 3Y | +175.8% | +125.4% | +50.4% | +47.8% |
| 5Y | +111.8% | +94.2% | +17.6% | +27.2% |
| 10Y | +179.7% | +182.8% | -3.1% | +29.5% |
| All | +855.0% | +602.9% | +252.1% | +170.0% |
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