+131.5%
BN vs QS
-44.4%
+175.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.8% | -0.3% |
| 7D | -2.5% | -2.3% | -0.2% | -2.3% |
| 30D | -9.5% | -0.7% | -8.8% | -9.5% |
| 3M | -10.4% | -39.6% | +29.3% | -7.0% |
| 6M | -6.4% | -21.7% | +15.4% | -5.2% |
| YTD | -11.9% | -47.4% | +35.5% | -8.1% |
| 1Y | -8.6% | -28.4% | +19.8% | -8.2% |
| 3Y | +77.6% | -22.6% | +100.2% | +68.4% |
| 5Y | +37.0% | -75.6% | +112.6% | +32.3% |
| All | +131.5% | -44.4% | +175.8% | +131.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling