+94.8%
QQQ vs BROS
+35.1%
+59.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.7% |
| 7D | -0.6% | -5.8% | +5.2% | +0.3% |
| 30D | -1.2% | -14.0% | +12.7% | +0.9% |
| 3M | -0.2% | -32.5% | +32.3% | +4.9% |
| 6M | +17.9% | -14.9% | +32.8% | +19.2% |
| YTD | +16.6% | -28.3% | +44.9% | +20.6% |
| 1Y | +23.0% | -34.0% | +57.0% | +28.2% |
| 3Y | +92.9% | +63.0% | +30.0% | +69.1% |
| All | +94.8% | +35.1% | +59.8% | +77.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling