-33.2%
BROS vs QS
-39.8%
+6.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -3.3% |
| 7D | -6.1% | -5.0% | -1.1% | -5.4% |
| 30D | -12.4% | -18.3% | +5.9% | -10.1% |
| 3M | -27.9% | -26.0% | -1.9% | -25.4% |
| 6M | -16.8% | -24.0% | +7.2% | -14.9% |
| YTD | -29.0% | -50.3% | +21.2% | -25.1% |
| 1Y | -33.2% | -38.0% | +4.8% | -31.0% |
| All | -33.2% | -39.8% | +6.6% | -31.0% |
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