+97.7%
QLD vs BROS
+10.5%
+87.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +6.5% | -9.0% | -4.4% |
| 7D | +7.0% | +6.3% | +0.7% | +5.0% |
| 30D | -14.3% | -8.3% | -6.0% | -12.4% |
| 3M | -16.0% | -29.8% | +13.8% | -7.7% |
| 6M | -14.2% | -25.8% | +11.6% | -8.9% |
| YTD | +12.8% | -41.4% | +54.1% | +27.2% |
| 1Y | +14.1% | -35.2% | +49.2% | +24.3% |
| 3Y | +146.0% | +32.8% | +113.2% | +102.7% |
| 5Y | +82.0% | -42.2% | +124.2% | +68.9% |
| All | +97.7% | +10.5% | +87.2% | +81.4% |
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