+133.1%
QSR vs BRKR
+155.3%
-22.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.9% | +0.7% |
| 7D | -4.0% | -8.7% | +4.7% | -2.4% |
| 30D | +2.8% | -9.9% | +12.6% | +4.6% |
| 3M | +5.1% | -3.1% | +8.2% | +4.2% |
| 6M | +8.8% | +45.5% | -36.7% | -1.8% |
| YTD | +14.8% | +13.7% | +1.1% | +8.7% |
| 1Y | +25.7% | +67.4% | -41.7% | +8.8% |
| 3Y | +27.5% | -13.2% | +40.7% | +22.0% |
| 5Y | +41.3% | -39.5% | +80.7% | +45.5% |
| All | +133.1% | +155.3% | -22.2% | +66.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling