-47.3%
QS vs BNS
+188.0%
-235.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.8% | -5.8% | -5.7% |
| 7D | -4.2% | -1.3% | -2.9% | -2.9% |
| 30D | -15.7% | +4.0% | -19.7% | -19.7% |
| 3M | -28.7% | +13.8% | -42.5% | -38.6% |
| 6M | -23.2% | +32.7% | -55.9% | -44.1% |
| YTD | -49.9% | +27.6% | -77.5% | -61.7% |
| 1Y | -38.8% | +47.4% | -86.2% | -60.1% |
| 3Y | -24.0% | +129.0% | -153.0% | -68.7% |
| 5Y | -75.6% | +92.7% | -168.3% | -87.6% |
| All | -47.3% | +188.0% | -235.3% | -68.8% |
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 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