-40.9%
XE vs BNS
+24.3%
-65.2%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -0.8% | -9.1% | -9.1% |
| 7D | -4.6% | -1.3% | -3.4% | -3.5% |
| 30D | -16.4% | +4.0% | -20.4% | -20.6% |
| 3M | -15.5% | +13.8% | -29.3% | -34.7% |
| All | -40.9% | +24.3% | -65.2% | -62.2% |
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 · Available span rolling