+14.1%
QLD vs BRO
-9.4%
+23.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.0% | -4.4% | -1.5% |
| 7D | +7.0% | -0.3% | +7.3% | +7.0% |
| 30D | -14.3% | +11.3% | -25.6% | -9.2% |
| 3M | -16.0% | +0.7% | -16.7% | -14.6% |
| 6M | -14.2% | +32.9% | -47.2% | -2.6% |
| YTD | +12.8% | -8.8% | +21.6% | +18.2% |
| 1Y | +14.1% | -9.2% | +23.3% | +19.7% |
| All | +14.1% | -9.4% | +23.5% | +19.7% |
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