-75.9%
QS vs BRKR
+47.8%
-123.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -9.0% | +1.8% | -4.3% |
| 7D | -2.1% | -6.4% | +4.2% | -0.2% |
| 30D | -11.6% | -4.0% | -7.6% | -10.6% |
| 3M | -25.5% | +10.7% | -36.3% | -27.8% |
| 6M | -43.4% | +53.0% | -96.4% | -55.4% |
| YTD | -60.6% | +23.6% | -84.2% | -67.2% |
| 1Y | -75.9% | +45.0% | -121.0% | -80.6% |
| All | -75.9% | +47.8% | -123.7% | -80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 1y: compounded portfolio wealth divided by compounded BRKR 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…
1y analysis · Full analysis span regression · 6 months rolling