+11.5%
QQQI vs BROS
-16.1%
+27.6%
-9.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.8% |
| 7D | -0.3% | -5.8% | +5.4% | +0.1% |
| 30D | -0.3% | -14.0% | +13.7% | +0.8% |
| 3M | +1.3% | -32.5% | +33.8% | +3.8% |
| 6M | +11.5% | -14.9% | +26.4% | +8.9% |
| All | +11.5% | -16.1% | +27.6% | +8.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling