+104.0%
QLD vs BROS
+7.7%
+96.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.8% | +5.4% | +4.9% |
| 7D | -1.2% | -20.4% | +19.2% | +5.6% |
| 30D | -15.7% | -6.1% | -9.6% | -14.3% |
| 3M | -10.0% | -29.4% | +19.3% | -1.1% |
| 6M | -11.2% | -31.5% | +20.3% | -3.3% |
| YTD | +16.4% | -42.8% | +59.2% | +32.4% |
| 1Y | +12.7% | -37.5% | +50.2% | +24.3% |
| 3Y | +152.3% | +27.2% | +125.1% | +110.9% |
| 5Y | +91.8% | -47.0% | +138.7% | +79.6% |
| All | +104.0% | +7.7% | +96.2% | +88.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling