-22.0%
QID vs BNS
+52.0%
-74.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.0% | -4.8% | +0.5% |
| 7D | +9.8% | +2.0% | +7.8% | +11.6% |
| 30D | +18.9% | +7.8% | +11.1% | +26.0% |
| 3M | +9.6% | +11.7% | -2.1% | +20.0% |
| 6M | -7.8% | +28.2% | -36.1% | +16.0% |
| YTD | -23.3% | +34.8% | -58.1% | +4.8% |
| 1Y | -22.0% | +51.1% | -73.1% | +14.9% |
| All | -22.0% | +52.0% | -74.0% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 1y: compounded portfolio wealth divided by compounded BNS 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…
1y analysis · Full analysis span regression · 6 months rolling