+93.3%
QQQ vs BROS
+62.9%
+30.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | 0.0% |
| 7D | +1.0% | -6.6% | +7.6% | +1.9% |
| 30D | -0.6% | -12.3% | +11.7% | +1.0% |
| 3M | +1.3% | -22.2% | +23.5% | +4.0% |
| 6M | +18.1% | -14.3% | +32.4% | +19.0% |
| YTD | +16.9% | -26.6% | +43.4% | +20.0% |
| 1Y | +24.0% | -31.5% | +55.5% | +28.1% |
| All | +93.3% | +62.9% | +30.4% | +74.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling