-34.8%
BROS vs QS
-28.5%
-6.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.2% | +0.7% |
| 7D | -6.7% | -2.3% | -4.4% | -6.4% |
| 30D | -29.1% | -0.7% | -28.3% | -29.1% |
| 3M | -16.7% | -39.6% | +22.9% | -12.7% |
| 6M | -11.6% | -21.7% | +10.1% | -10.2% |
| YTD | -23.9% | -47.4% | +23.5% | -21.4% |
| 1Y | -34.8% | -28.4% | -6.4% | -31.8% |
| All | -34.8% | -28.5% | -6.3% | -31.8% |
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