-40.3%
QS vs BRKR
+75.9%
-116.3%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.2% | +2.0% |
| 7D | -3.6% | -8.7% | +5.0% | -0.4% |
| 30D | -17.2% | -9.9% | -7.4% | -14.1% |
| 3M | -27.0% | -3.1% | -23.9% | -29.2% |
| 6M | -24.6% | +45.5% | -70.1% | -42.2% |
| YTD | -49.3% | +13.7% | -63.0% | -56.0% |
| 1Y | -40.3% | +67.4% | -107.8% | -61.6% |
| All | -40.3% | +75.9% | -116.3% | -61.6% |
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