-73.5%
QID vs BNS
+130.5%
-204.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.4% | -1.2% |
| 7D | +1.3% | -0.4% | +1.7% | +0.9% |
| 30D | +2.9% | +3.5% | -0.5% | +6.0% |
| 3M | -0.7% | +14.1% | -14.8% | +12.1% |
| 6M | -29.7% | +33.8% | -63.5% | -7.5% |
| YTD | -27.9% | +29.5% | -57.3% | -7.4% |
| 1Y | -34.6% | +48.4% | -83.0% | -5.2% |
| 3Y | -73.5% | +129.6% | -203.1% | -40.9% |
| All | -73.5% | +130.5% | -204.0% | -40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling