+176.0%
QLD vs BRO
-7.2%
+183.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.6% |
| 7D | +1.9% | -7.6% | +9.5% | +2.0% |
| 30D | -1.8% | -6.9% | +5.1% | -1.7% |
| 3M | -0.1% | +12.8% | -12.9% | -2.2% |
| 6M | +32.6% | -5.9% | +38.4% | +35.2% |
| YTD | +27.9% | -15.9% | +43.8% | +34.5% |
| 1Y | +40.3% | -28.1% | +68.4% | +56.1% |
| All | +176.0% | -7.2% | +183.1% | +175.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling