-35.2%
BROS vs QID
-20.9%
-14.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.6% | +3.9% | +7.5% |
| 7D | +6.3% | -7.1% | +13.5% | +3.3% |
| 30D | -8.3% | +12.6% | -21.0% | -3.4% |
| 3M | -29.8% | +14.2% | -44.0% | -25.6% |
| 6M | -25.8% | +6.2% | -32.0% | -22.9% |
| YTD | -41.4% | -21.8% | -19.6% | -49.1% |
| 1Y | -35.2% | -23.1% | -12.0% | -43.8% |
| All | -35.2% | -20.9% | -14.3% | -43.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling