+14.7%
QLD vs BROS
-18.6%
+33.3%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +0.9% | +1.7% |
| 7D | -9.4% | +2.5% | -11.9% | -9.8% |
| 30D | -17.1% | +15.1% | -32.1% | -19.3% |
| 3M | -10.4% | -31.4% | +21.0% | -3.6% |
| 6M | +0.7% | -22.6% | +23.3% | +3.5% |
| YTD | +17.7% | -28.1% | +45.9% | +20.0% |
| 1Y | +14.7% | -20.3% | +34.9% | +13.1% |
| All | +14.7% | -18.6% | +33.3% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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