+66.9%
BROS vs QS
-25.4%
+92.3%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.6% | +4.6% | -1.1% |
| 7D | -6.6% | -4.2% | -2.4% | -6.1% |
| 30D | -12.3% | -15.7% | +3.3% | -10.4% |
| 3M | -22.2% | -28.7% | +6.5% | -19.1% |
| 6M | -14.3% | -23.2% | +9.0% | -12.3% |
| YTD | -26.6% | -49.9% | +23.3% | -21.0% |
| 1Y | -31.5% | -38.8% | +7.3% | -29.9% |
| All | +66.9% | -25.4% | +92.3% | +46.0% |
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 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