-71.3%
QS vs BNS
+52.0%
-123.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.0% | +4.6% | +4.0% |
| 7D | +4.5% | +2.0% | +2.5% | +2.2% |
| 30D | -4.1% | +7.8% | -11.9% | -12.1% |
| 3M | -22.1% | +11.7% | -33.8% | -32.5% |
| 6M | -38.4% | +28.2% | -66.6% | -56.1% |
| YTD | -57.5% | +34.8% | -92.3% | -71.4% |
| 1Y | -71.3% | +51.1% | -122.4% | -82.8% |
| All | -71.3% | +52.0% | -123.3% | -82.8% |
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