-46.7%
QS vs BNS
+192.2%
-238.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.3% | +1.2% |
| 7D | -3.6% | -0.4% | -3.3% | -3.2% |
| 30D | -17.2% | +3.5% | -20.7% | -20.7% |
| 3M | -27.0% | +14.1% | -41.0% | -37.3% |
| 6M | -24.6% | +33.8% | -58.3% | -45.5% |
| YTD | -49.3% | +29.5% | -78.8% | -61.9% |
| 1Y | -40.3% | +48.4% | -88.7% | -61.4% |
| 3Y | -23.8% | +129.6% | -153.4% | -68.8% |
| 5Y | -75.0% | +96.1% | -171.0% | -87.5% |
| All | -46.7% | +192.2% | -238.9% | -68.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling