+133.1%
QSR vs BNS
+188.9%
-55.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | 0.0% | +0.2% |
| 7D | -4.0% | -0.4% | -3.6% | -3.8% |
| 30D | +2.8% | +3.5% | -0.7% | +0.4% |
| 3M | +5.1% | +14.1% | -9.0% | -3.6% |
| 6M | +8.8% | +33.8% | -25.0% | -9.9% |
| YTD | +14.8% | +29.5% | -14.6% | -3.3% |
| 1Y | +25.7% | +48.4% | -22.7% | -3.0% |
| 3Y | +27.5% | +129.6% | -102.1% | -26.9% |
| 5Y | +41.3% | +96.1% | -54.8% | -12.2% |
| All | +133.1% | +188.9% | -55.8% | +1.4% |
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