-37.2%
QID vs BNS
+50.5%
-87.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -1.2% |
| 7D | -0.6% | +1.5% | -2.2% | +0.6% |
| 30D | 0.0% | +6.0% | -6.0% | +4.7% |
| 3M | +3.7% | +16.3% | -12.6% | +19.1% |
| 6M | -29.9% | +27.3% | -57.2% | -9.7% |
| YTD | -28.8% | +28.5% | -57.3% | -7.8% |
| 1Y | -37.2% | +49.0% | -86.2% | -12.2% |
| All | -37.2% | +50.5% | -87.6% | -12.2% |
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