+2,903.8%
QQQ vs BNS
+1,463.9%
+1,439.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.1% |
| 7D | +1.0% | -1.3% | +2.3% | +1.6% |
| 30D | -0.6% | +4.0% | -4.6% | -2.8% |
| 3M | +1.3% | +13.8% | -12.5% | -5.3% |
| 6M | +18.1% | +32.7% | -14.5% | +2.3% |
| YTD | +16.9% | +27.6% | -10.7% | +3.0% |
| 1Y | +24.0% | +47.4% | -23.4% | +1.6% |
| 3Y | +95.6% | +129.0% | -33.4% | +27.3% |
| 5Y | +94.5% | +92.7% | +1.8% | +37.5% |
| 10Y | +571.7% | +182.1% | +389.6% | +280.7% |
| All | +2,903.8% | +1,463.9% | +1,439.9% | +518.5% |
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