+726.6%
EXPE vs BNS
+599.5%
+127.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | -0.5% | +0.9% | -1.4% | -1.2% |
| 30D | -6.1% | +2.8% | -8.9% | -7.5% |
| 3M | -21.3% | +3.0% | -24.3% | -22.9% |
| 6M | +19.0% | +23.3% | -4.3% | +1.7% |
| YTD | -8.4% | +29.3% | -37.8% | -24.8% |
| 1Y | -2.8% | +41.7% | -44.5% | -25.3% |
| 3Y | +120.8% | +147.7% | -27.0% | +11.1% |
| 5Y | +46.2% | +79.4% | -33.2% | -6.4% |
| 10Y | +123.8% | +188.5% | -64.7% | +2.9% |
| All | +726.6% | +599.5% | +127.1% | +135.8% |
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 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