+56.8%
QQQI vs BROS
+58.0%
-1.2%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | -0.5% |
| 7D | -1.0% | -6.1% | +5.0% | -0.4% |
| 30D | -0.6% | -12.4% | +11.8% | +0.8% |
| 3M | +3.4% | -27.9% | +31.3% | +6.4% |
| 6M | +10.6% | -16.8% | +27.4% | +11.6% |
| YTD | +10.3% | -29.0% | +39.3% | +13.0% |
| 1Y | +16.3% | -33.2% | +49.5% | +19.6% |
| All | +56.8% | +58.0% | -1.2% | +50.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling