+22.6%
BROS vs QS
-75.1%
+97.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.6% | +4.6% | -0.5% |
| 7D | -6.6% | -4.2% | -2.4% | -5.7% |
| 30D | -12.3% | -15.7% | +3.3% | -9.0% |
| 3M | -22.2% | -28.7% | +6.5% | -17.0% |
| 6M | -14.3% | -23.2% | +9.0% | -11.2% |
| YTD | -26.6% | -49.9% | +23.3% | -16.5% |
| 1Y | -31.5% | -38.8% | +7.3% | -29.5% |
| 3Y | +62.3% | -24.0% | +86.3% | +27.8% |
| All | +22.6% | -75.1% | +97.7% | +31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling