-28.4%
QS vs BNS
+50.5%
-78.8%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.7% | +2.0% |
| 7D | -2.3% | +1.5% | -3.9% | -4.3% |
| 30D | -0.7% | +6.0% | -6.7% | -8.1% |
| 3M | -39.6% | +16.3% | -56.0% | -51.3% |
| 6M | -21.7% | +27.3% | -49.0% | -44.9% |
| YTD | -47.4% | +28.5% | -75.9% | -62.6% |
| 1Y | -28.4% | +49.0% | -77.4% | -57.3% |
| All | -28.4% | +50.5% | -78.8% | -57.3% |
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 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