+100.0%
BN vs QS
-22.5%
+122.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.4% | +4.6% | -0.1% |
| 7D | -2.4% | -5.0% | +2.6% | -1.9% |
| 30D | +13.5% | -1.4% | +14.9% | +13.6% |
| 3M | -5.9% | -33.6% | +27.7% | -1.8% |
| 6M | -8.9% | -47.6% | +38.6% | -3.2% |
| YTD | -7.9% | -59.6% | +51.7% | 0.0% |
| 1Y | -8.3% | -73.5% | +65.3% | +3.8% |
| All | +100.0% | -22.5% | +122.4% | +75.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling