+32.8%
BROS vs QS
-32.2%
+65.0%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -5.2% | +11.7% | +7.2% |
| 7D | +6.3% | -14.0% | +20.3% | +8.5% |
| 30D | -8.3% | -6.4% | -2.0% | -7.4% |
| 3M | -29.8% | -40.3% | +10.5% | -25.0% |
| 6M | -25.8% | -57.5% | +31.7% | -18.0% |
| YTD | -41.4% | -64.7% | +23.3% | -34.3% |
| 1Y | -35.2% | -72.9% | +37.7% | -25.3% |
| 3Y | +32.8% | -33.5% | +66.2% | +20.4% |
| All | +32.8% | -32.2% | +65.0% | +20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling