+417.7%
BNY vs QS
-46.4%
+464.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | 0.0% |
| 7D | -1.3% | -3.6% | +2.3% | -1.2% |
| 30D | -0.2% | -17.2% | +17.1% | +0.7% |
| 3M | +14.9% | -27.0% | +41.9% | +16.3% |
| 6M | +40.0% | -24.6% | +64.6% | +41.1% |
| YTD | +42.0% | -49.3% | +91.3% | +45.5% |
| 1Y | +56.9% | -40.3% | +97.2% | +58.6% |
| 3Y | +289.9% | -23.8% | +313.7% | +277.4% |
| 5Y | +259.2% | -75.0% | +334.1% | +251.6% |
| All | +417.7% | -46.4% | +464.1% | +409.4% |
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