-23.8%
QS vs BRKR
-11.8%
-12.0%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -13.3% |
| 3M | -27.0% | -3.1% | -23.9% | -28.8% |
| 6M | -24.6% | +45.5% | -70.1% | -41.9% |
| YTD | -49.3% | +13.7% | -63.0% | -55.7% |
| 1Y | -40.3% | +67.4% | -107.8% | -58.4% |
| 3Y | -23.8% | -13.2% | -10.6% | -32.5% |
| All | -23.8% | -11.8% | -12.0% | -32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling