+86.6%
QLD vs BRO
+14.1%
+72.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.5% | -0.1% |
| 7D | +12.5% | -5.1% | +17.6% | +14.9% |
| 30D | -15.7% | +10.4% | -26.1% | -20.6% |
| 3M | -11.9% | -0.5% | -11.4% | -13.2% |
| 6M | -10.3% | +27.1% | -37.4% | -26.1% |
| YTD | +15.6% | -10.6% | +26.2% | +19.4% |
| 1Y | +12.1% | -11.1% | +23.3% | +15.9% |
| 3Y | +150.7% | -1.0% | +151.6% | +105.7% |
| 5Y | +86.6% | +13.4% | +73.2% | +26.4% |
| All | +86.6% | +14.1% | +72.6% | +26.4% |
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