+1,657.6%
QLD vs BRO
+294.2%
+1,363.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.9% |
| 7D | -1.2% | -7.3% | +6.1% | +4.8% |
| 30D | -3.0% | -6.9% | +3.9% | +2.0% |
| 3M | -2.8% | +10.7% | -13.5% | -14.8% |
| 6M | +32.0% | -2.7% | +34.7% | +26.7% |
| YTD | +27.3% | -16.3% | +43.6% | +37.9% |
| 1Y | +37.9% | -29.1% | +67.0% | +72.4% |
| 3Y | +174.6% | -7.8% | +182.5% | +139.5% |
| 5Y | +124.8% | +18.7% | +106.1% | +46.0% |
| All | +1,657.6% | +294.2% | +1,363.4% | +344.0% |
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 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