+34.5%
QXO vs BNS
+188.9%
-154.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.1% |
| 7D | -7.8% | -0.4% | -7.4% | -7.7% |
| 30D | -18.1% | +3.5% | -21.6% | -19.0% |
| 3M | -25.8% | +14.1% | -39.8% | -28.8% |
| 6M | -41.7% | +33.8% | -75.5% | -46.7% |
| YTD | -36.2% | +29.5% | -65.6% | -41.1% |
| 1Y | -42.1% | +48.4% | -90.5% | -48.5% |
| 3Y | -46.2% | +129.6% | -175.7% | -58.0% |
| 5Y | -70.7% | +96.1% | -166.8% | -76.5% |
| All | +34.5% | +188.9% | -154.4% | +19.7% |
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