+122.5%
QLD vs BRO
+17.6%
+104.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | +0.6% |
| 7D | +1.9% | -7.6% | +9.5% | +6.0% |
| 30D | -1.8% | -6.9% | +5.1% | +1.5% |
| 3M | -0.1% | +12.8% | -12.9% | -9.9% |
| 6M | +32.6% | -5.9% | +38.4% | +33.3% |
| YTD | +27.9% | -15.9% | +43.8% | +38.0% |
| 1Y | +40.3% | -28.1% | +68.4% | +69.4% |
| 3Y | +182.5% | -7.0% | +189.5% | +145.2% |
| 5Y | +122.5% | +18.0% | +104.5% | +48.2% |
| All | +122.5% | +17.6% | +104.9% | +48.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling