-47.7%
QS vs BRO
+50.9%
-98.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -5.0% | -8.6% | +3.6% | -2.8% |
| 30D | -18.3% | -6.9% | -11.4% | -16.9% |
| 3M | -26.0% | +10.5% | -36.5% | -29.3% |
| 6M | -24.0% | -2.8% | -21.3% | -24.5% |
| YTD | -50.3% | -16.1% | -34.1% | -47.9% |
| 1Y | -38.0% | -27.6% | -10.4% | -30.6% |
| 3Y | -24.6% | -7.3% | -17.3% | -29.0% |
| 5Y | -75.4% | +19.0% | -94.4% | -78.2% |
| All | -47.7% | +50.9% | -98.6% | -52.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling