+7,443.4%
QLD vs BNS
+471.1%
+6,972.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.6% |
| 7D | -10.3% | -2.2% | -8.1% | -7.8% |
| 30D | -26.1% | +5.1% | -31.2% | -29.4% |
| 3M | -17.8% | +4.7% | -22.5% | -21.7% |
| 6M | -15.6% | +19.0% | -34.6% | -29.5% |
| YTD | +5.4% | +28.2% | -22.8% | -18.5% |
| 1Y | +5.2% | +43.4% | -38.2% | -27.4% |
| 3Y | +139.4% | +143.1% | -3.6% | -4.5% |
| 5Y | +66.7% | +77.3% | -10.6% | -5.4% |
| 10Y | +1,422.1% | +183.5% | +1,238.6% | +440.9% |
| All | +7,443.4% | +471.1% | +6,972.3% | +1,357.6% |
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 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