-46.7%
QS vs BRO
+50.6%
-97.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | -3.6% | -7.3% | +3.7% | -1.8% |
| 30D | -17.2% | -6.9% | -10.4% | -15.9% |
| 3M | -27.0% | +10.7% | -37.6% | -30.2% |
| 6M | -24.6% | -2.7% | -21.9% | -25.0% |
| YTD | -49.3% | -16.3% | -33.0% | -46.9% |
| 1Y | -40.3% | -29.1% | -11.3% | -32.6% |
| 3Y | -23.8% | -7.8% | -16.0% | -28.1% |
| 5Y | -75.0% | +18.7% | -93.7% | -77.8% |
| All | -46.7% | +50.6% | -97.2% | -51.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling