+19.7%
BROS vs QS
-74.8%
+94.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.9% | +0.6% |
| 7D | -5.8% | -3.6% | -2.1% | -5.0% |
| 30D | -14.0% | -17.2% | +3.3% | -10.3% |
| 3M | -32.5% | -27.0% | -5.5% | -28.3% |
| 6M | -14.9% | -24.6% | +9.7% | -11.5% |
| YTD | -28.3% | -49.3% | +21.0% | -18.7% |
| 1Y | -34.0% | -40.3% | +6.4% | -31.6% |
| 3Y | +63.0% | -23.8% | +86.8% | +28.5% |
| All | +19.7% | -74.8% | +94.5% | +27.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling