+287.7%
BN vs QSR
+206.0%
+81.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.1% |
| 7D | -3.0% | -2.4% | -0.6% | -1.8% |
| 30D | -13.0% | +5.7% | -18.7% | -15.5% |
| 3M | -15.2% | +6.9% | -22.2% | -18.4% |
| 6M | -5.9% | +6.9% | -12.8% | -9.8% |
| YTD | -15.8% | +14.9% | -30.7% | -22.6% |
| 1Y | -12.2% | +29.1% | -41.3% | -24.4% |
| 3Y | +72.2% | +26.1% | +46.1% | +48.1% |
| 5Y | +33.2% | +42.3% | -9.1% | +7.0% |
| 10Y | +264.7% | +134.0% | +130.7% | +120.3% |
| All | +287.7% | +206.0% | +81.8% | +113.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling