+40.3%
QLD vs BNS
+46.9%
-6.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | 0.0% |
| 7D | +1.9% | -1.3% | +3.2% | +2.9% |
| 30D | -1.8% | +4.0% | -5.8% | -4.9% |
| 3M | -0.1% | +13.8% | -13.9% | -10.9% |
| 6M | +32.6% | +32.7% | -0.1% | +2.4% |
| YTD | +27.9% | +27.6% | +0.3% | +1.4% |
| 1Y | +40.3% | +47.4% | -7.1% | +3.0% |
| All | +40.3% | +46.9% | -6.6% | +3.0% |
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