-71.3%
QS vs BRO
-3.6%
-67.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +4.5% | +3.1% | +9.2% |
| 7D | +4.5% | +12.4% | -8.0% | +9.5% |
| 30D | -4.1% | +21.6% | -25.7% | +4.8% |
| 3M | -22.1% | +4.3% | -26.5% | -21.5% |
| 6M | -38.4% | +29.2% | -67.6% | -29.2% |
| YTD | -57.5% | -6.4% | -51.1% | -57.7% |
| 1Y | -71.3% | -5.3% | -66.0% | -71.7% |
| All | -71.3% | -3.6% | -67.7% | -71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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