+118.5%
BN vs QS
-47.4%
+165.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.5% | -1.2% |
| 7D | -5.9% | -5.0% | -0.9% | -5.5% |
| 30D | -15.1% | -18.3% | +3.2% | -13.6% |
| 3M | -14.6% | -26.0% | +11.4% | -12.8% |
| 6M | -8.4% | -24.0% | +15.6% | -7.1% |
| YTD | -16.8% | -50.3% | +33.5% | -12.8% |
| 1Y | -14.4% | -38.0% | +23.6% | -12.8% |
| 3Y | +70.1% | -24.6% | +94.7% | +61.8% |
| 5Y | +33.5% | -75.4% | +109.0% | +29.4% |
| All | +118.5% | -47.4% | +165.9% | +119.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 10y: compounded portfolio wealth divided by compounded QS 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…
10y analysis · Full analysis span regression · 6 months rolling