+33.5%
BN vs QSR
+40.6%
-7.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.9% |
| 7D | -5.9% | -4.7% | -1.2% | -3.4% |
| 30D | -15.1% | +4.3% | -19.4% | -17.1% |
| 3M | -14.6% | +5.4% | -20.0% | -17.4% |
| 6M | -8.4% | +8.2% | -16.6% | -13.1% |
| YTD | -16.8% | +14.1% | -30.9% | -24.1% |
| 1Y | -14.4% | +28.1% | -42.5% | -27.8% |
| 3Y | +70.1% | +25.3% | +44.8% | +40.7% |
| 5Y | +33.5% | +40.4% | -6.9% | -1.3% |
| All | +33.5% | +40.6% | -7.1% | -1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling