-20.3%
BROS vs QS
-71.4%
+51.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.5% | -6.6% | -0.5% |
| 7D | +2.5% | +4.5% | -2.0% | +1.6% |
| 30D | +15.1% | -4.1% | +19.2% | +15.7% |
| 3M | -31.4% | -22.1% | -9.2% | -28.4% |
| 6M | -22.6% | -38.4% | +15.8% | -17.1% |
| YTD | -28.1% | -57.5% | +29.3% | -18.9% |
| 1Y | -20.3% | -71.3% | +51.0% | -6.5% |
| All | -20.3% | -71.4% | +51.2% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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