-99.1%
QID vs BRO
+294.2%
-393.4%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -2.0% |
| 7D | +1.3% | -7.3% | +8.6% | -4.7% |
| 30D | +2.9% | -6.9% | +9.8% | -2.8% |
| 3M | -0.7% | +10.7% | -11.4% | +7.1% |
| 6M | -29.7% | -2.7% | -27.0% | -33.3% |
| YTD | -27.9% | -16.3% | -11.5% | -41.0% |
| 1Y | -34.6% | -29.1% | -5.5% | -55.1% |
| 3Y | -73.5% | -7.8% | -65.7% | -74.2% |
| 5Y | -81.0% | +18.7% | -99.7% | -70.0% |
| All | -99.1% | +294.2% | -393.4% | -94.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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