-2.1%
BROS vs QS
-82.5%
+80.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -5.2% | +11.7% | +7.7% |
| 7D | +6.3% | -14.0% | +20.3% | +10.0% |
| 30D | -8.3% | -6.4% | -2.0% | -7.0% |
| 3M | -29.8% | -40.3% | +10.5% | -21.3% |
| 6M | -25.8% | -57.5% | +31.7% | -11.7% |
| YTD | -41.4% | -64.7% | +23.3% | -28.0% |
| 1Y | -35.2% | -72.9% | +37.7% | -15.7% |
| 3Y | +32.8% | -33.5% | +66.2% | +5.2% |
| 5Y | -42.2% | -90.5% | +48.4% | -23.3% |
| All | -2.1% | -82.5% | +80.3% | +13.3% |
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