+258.5%
BN vs QSR
+135.2%
+123.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.1% |
| 7D | -5.2% | -4.0% | -1.2% | -3.1% |
| 30D | -14.5% | +2.8% | -17.2% | -15.8% |
| 3M | -15.0% | +5.1% | -20.1% | -17.6% |
| 6M | -5.4% | +8.8% | -14.2% | -10.3% |
| YTD | -16.4% | +14.8% | -31.3% | -23.5% |
| 1Y | -16.2% | +25.7% | -42.0% | -27.4% |
| 3Y | +67.5% | +27.5% | +40.0% | +41.8% |
| 5Y | +34.1% | +41.3% | -7.1% | +6.6% |
| All | +258.5% | +135.2% | +123.3% | +117.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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