+1,418.0%
QLD vs BNS
+186.8%
+1,231.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.8% | +5.0% | +5.0% |
| 7D | -1.4% | -0.8% | -0.7% | -0.1% |
| 30D | -19.6% | +5.5% | -25.1% | -23.5% |
| 3M | -14.1% | +6.0% | -20.1% | -19.2% |
| 6M | -13.6% | +22.6% | -36.2% | -30.2% |
| YTD | +12.5% | +30.5% | -17.9% | -14.8% |
| 1Y | +13.1% | +44.1% | -31.0% | -22.8% |
| 3Y | +154.7% | +150.8% | +4.0% | -3.7% |
| 5Y | +81.1% | +80.7% | +0.4% | -0.6% |
| 10Y | +1,418.0% | +185.2% | +1,232.8% | +485.6% |
| All | +1,418.0% | +186.8% | +1,231.2% | +485.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling