+68.8%
BN vs QS
-25.4%
+94.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.6% | +4.7% | -1.1% |
| 7D | -3.0% | -4.2% | +1.2% | -2.5% |
| 30D | -13.0% | -15.7% | +2.7% | -11.3% |
| 3M | -15.2% | -28.7% | +13.5% | -12.4% |
| 6M | -5.9% | -23.2% | +17.3% | -4.2% |
| YTD | -15.8% | -49.9% | +34.1% | -10.3% |
| 1Y | -12.2% | -38.8% | +26.6% | -10.1% |
| All | +68.8% | -25.4% | +94.3% | +51.0% |
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