+19.7%
BROS vs QSR
+42.4%
-22.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.4% | +0.7% |
| 7D | -5.8% | -4.0% | -1.7% | -3.3% |
| 30D | -14.0% | +2.8% | -16.7% | -15.5% |
| 3M | -32.5% | +5.1% | -37.6% | -34.6% |
| 6M | -14.9% | +8.8% | -23.7% | -20.0% |
| YTD | -28.3% | +14.8% | -43.1% | -34.9% |
| 1Y | -34.0% | +25.7% | -59.7% | -43.7% |
| 3Y | +63.0% | +27.5% | +35.4% | +27.2% |
| All | +19.7% | +42.4% | -22.7% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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