+18.4%
BROS vs QID
-80.8%
+99.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.3% | -5.7% | -2.0% |
| 7D | -6.1% | +2.7% | -8.8% | -4.5% |
| 30D | -12.4% | +3.3% | -15.7% | -10.5% |
| 3M | -27.9% | -5.5% | -22.4% | -29.6% |
| 6M | -16.8% | -28.4% | +11.6% | -30.3% |
| YTD | -29.0% | -26.6% | -2.5% | -39.0% |
| 1Y | -33.2% | -34.1% | +0.9% | -45.7% |
| 3Y | +56.8% | -73.7% | +130.5% | -15.6% |
| All | +18.4% | -80.8% | +99.2% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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