-100.0%
QID vs BNS
+469.4%
-569.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | -0.3% |
| 7D | -1.9% | -1.3% | -0.6% | -3.2% |
| 30D | +1.7% | +4.0% | -2.3% | +6.1% |
| 3M | -3.9% | +13.8% | -17.7% | +10.5% |
| 6M | -30.0% | +32.7% | -62.7% | -4.8% |
| YTD | -28.2% | +27.6% | -55.8% | -5.9% |
| 1Y | -35.6% | +47.4% | -83.0% | -2.0% |
| 3Y | -74.3% | +129.0% | -203.3% | -34.8% |
| 5Y | -80.8% | +92.7% | -173.5% | -53.6% |
| 10Y | -99.2% | +182.1% | -281.2% | -96.1% |
| All | -100.0% | +469.4% | -569.4% | -99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling