+84.7%
QLD vs BROS
+3.9%
+80.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.3% | +4.9% | +3.2% |
| 7D | -10.3% | -21.2% | +11.0% | -3.9% |
| 30D | -26.1% | -11.6% | -14.5% | -23.6% |
| 3M | -17.8% | -36.7% | +18.9% | -6.7% |
| 6M | -15.6% | -42.8% | +27.3% | -3.2% |
| YTD | +5.4% | -44.8% | +50.2% | +21.2% |
| 1Y | +5.2% | -36.5% | +41.8% | +15.5% |
| 3Y | +139.4% | +27.0% | +112.5% | +100.1% |
| 5Y | +66.7% | -50.3% | +117.0% | +57.8% |
| All | +84.7% | +3.9% | +80.8% | +72.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling