-100.0%
QID vs BRO
+491.9%
-591.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -2.0% |
| 7D | +1.3% | -7.3% | +8.6% | -5.3% |
| 30D | +2.9% | -6.9% | +9.8% | -3.4% |
| 3M | -0.7% | +10.7% | -11.4% | +7.3% |
| 6M | -29.7% | -2.7% | -27.0% | -33.3% |
| YTD | -27.9% | -16.3% | -11.5% | -41.1% |
| 1Y | -34.6% | -29.1% | -5.5% | -54.9% |
| 3Y | -73.5% | -7.8% | -65.7% | -74.9% |
| 5Y | -81.0% | +18.7% | -99.7% | -72.1% |
| 10Y | -99.2% | +291.9% | -391.0% | -94.6% |
| All | -100.0% | +491.9% | -591.8% | -99.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling