+141.1%
QLD vs BROS
+30.5%
+110.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.7% |
| 7D | -3.8% | -19.0% | +15.2% | +1.8% |
| 30D | -20.5% | -7.3% | -13.3% | -18.9% |
| 3M | -14.6% | -31.2% | +16.6% | -6.2% |
| 6M | -14.7% | -33.0% | +18.4% | -7.3% |
| YTD | +11.2% | -42.4% | +53.5% | +24.7% |
| 1Y | +7.1% | -37.7% | +44.8% | +17.1% |
| 3Y | +141.1% | +28.2% | +112.9% | +124.7% |
| All | +141.1% | +30.5% | +110.6% | +124.7% |
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