-75.5%
QS vs BNS
+93.4%
-168.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.8% |
| 7D | -5.0% | -2.2% | -2.8% | -2.3% |
| 30D | -18.3% | +4.5% | -22.8% | -23.3% |
| 3M | -26.0% | +14.9% | -40.9% | -38.7% |
| 6M | -24.0% | +32.5% | -56.5% | -47.5% |
| YTD | -50.3% | +28.6% | -78.9% | -64.1% |
| 1Y | -38.0% | +48.4% | -86.3% | -62.9% |
| 3Y | -24.6% | +130.8% | -155.4% | -74.3% |
| All | -75.5% | +93.4% | -168.9% | -89.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling