+9,127.5%
QLD vs BNS
+479.2%
+8,648.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +1.5% |
| 7D | +0.6% | +1.5% | -1.0% | -1.0% |
| 30D | -0.1% | +6.0% | -6.1% | -6.3% |
| 3M | -8.4% | +16.3% | -24.7% | -21.8% |
| 6M | +32.2% | +28.8% | +3.4% | +1.8% |
| YTD | +28.9% | +30.0% | -1.1% | -2.0% |
| 1Y | +43.8% | +50.7% | -6.9% | -6.0% |
| 3Y | +176.6% | +125.4% | +51.2% | +18.5% |
| 5Y | +121.6% | +94.2% | +27.3% | +14.4% |
| 10Y | +1,652.9% | +182.8% | +1,470.1% | +522.8% |
| All | +9,127.5% | +479.2% | +8,648.3% | +1,653.3% |
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