+176.1%
QLD vs BROS
+63.0%
+113.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.1% |
| 7D | +0.6% | -6.7% | +7.2% | +2.3% |
| 30D | -0.1% | -29.1% | +28.9% | +8.6% |
| 3M | -8.4% | -16.7% | +8.3% | -5.5% |
| 6M | +32.2% | -11.6% | +43.8% | +33.2% |
| YTD | +28.9% | -23.9% | +52.8% | +34.8% |
| 1Y | +43.8% | -34.8% | +78.6% | +55.9% |
| All | +176.1% | +63.0% | +113.1% | +124.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling