+14.7%
QLD vs BRO
-3.8%
+18.5%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.2% | -2.3% | +3.9% |
| 7D | -9.4% | +12.2% | -21.5% | -4.1% |
| 30D | -17.1% | +21.3% | -38.3% | -8.8% |
| 3M | -10.4% | +4.1% | -14.5% | -7.7% |
| 6M | +0.7% | +28.9% | -28.1% | +13.7% |
| YTD | +17.7% | -6.6% | +24.3% | +25.2% |
| 1Y | +14.7% | -5.6% | +20.2% | +22.6% |
| All | +14.7% | -3.8% | +18.5% | +22.6% |
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