+27.0%
BROS vs QID
-81.3%
+108.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.5% |
| 7D | -6.7% | -0.6% | -6.0% | -7.0% |
| 30D | -29.1% | 0.0% | -29.1% | -28.9% |
| 3M | -16.7% | +3.7% | -20.4% | -13.7% |
| 6M | -11.6% | -29.9% | +18.2% | -26.7% |
| YTD | -23.9% | -28.8% | +4.9% | -35.8% |
| 1Y | -34.8% | -37.2% | +2.4% | -48.5% |
| 3Y | +62.1% | -73.7% | +135.8% | -12.6% |
| All | +27.0% | -81.3% | +108.3% | -25.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling