+33.2%
BN vs QS
-74.8%
+108.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.6% | +4.7% | -1.0% |
| 7D | -3.0% | -4.2% | +1.2% | -2.4% |
| 30D | -13.0% | -15.7% | +2.7% | -11.0% |
| 3M | -15.2% | -28.7% | +13.5% | -11.8% |
| 6M | -5.9% | -23.2% | +17.3% | -3.8% |
| YTD | -15.8% | -49.9% | +34.1% | -9.0% |
| 1Y | -12.2% | -38.8% | +26.6% | -9.9% |
| 3Y | +72.2% | -24.0% | +96.2% | +52.9% |
| 5Y | +33.2% | -75.6% | +108.8% | +22.0% |
| All | +33.2% | -74.8% | +108.0% | +22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling