+95.8%
QQQ vs BROS
+41.2%
+54.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.1% |
| 7D | +1.5% | -0.9% | +2.4% | +1.6% |
| 30D | -0.6% | -13.5% | +12.8% | +1.3% |
| 3M | +0.4% | -18.4% | +18.9% | +2.6% |
| 6M | +20.1% | -10.6% | +30.6% | +20.5% |
| YTD | +17.2% | -25.1% | +42.3% | +20.4% |
| 1Y | +24.7% | -28.6% | +53.3% | +28.5% |
| 3Y | +96.2% | +65.6% | +30.6% | +71.6% |
| All | +95.8% | +41.2% | +54.6% | +77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded BROS 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling