+22.6%
BROS vs QID
-81.2%
+103.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -1.7% |
| 7D | -6.6% | -1.9% | -4.7% | -7.7% |
| 30D | -12.3% | +1.7% | -14.1% | -11.3% |
| 3M | -22.2% | -3.9% | -18.3% | -23.2% |
| 6M | -14.3% | -30.0% | +15.7% | -29.2% |
| YTD | -26.6% | -28.2% | +1.7% | -37.8% |
| 1Y | -31.5% | -35.6% | +4.1% | -45.1% |
| 3Y | +62.3% | -74.3% | +136.5% | -13.9% |
| All | +22.6% | -81.2% | +103.8% | -27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling