+126.0%
QLD vs BROS
+43.3%
+82.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.1% |
| 7D | +0.6% | -6.7% | +7.2% | +2.5% |
| 30D | -0.1% | -29.1% | +28.9% | +9.4% |
| 3M | -8.4% | -16.7% | +8.3% | -5.0% |
| 6M | +32.2% | -11.6% | +43.8% | +33.7% |
| YTD | +28.9% | -23.9% | +52.8% | +35.6% |
| 1Y | +43.8% | -34.8% | +78.6% | +57.1% |
| 3Y | +176.6% | +62.1% | +114.5% | +116.2% |
| All | +126.0% | +43.3% | +82.6% | +93.4% |
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 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