+80.1%
QLD vs BROS
+6.4%
+73.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -21.4% | +8.7% | -6.4% |
| 7D | -18.6% | -21.4% | +2.8% | -12.7% |
| 30D | -28.3% | -11.5% | -16.8% | -25.9% |
| 3M | -20.4% | -47.4% | +27.0% | -5.3% |
| 6M | -14.3% | -39.5% | +25.3% | -3.3% |
| YTD | +2.8% | -43.5% | +46.3% | +17.4% |
| 1Y | -1.2% | -37.8% | +36.6% | +9.2% |
| 3Y | +135.3% | +30.5% | +104.8% | +95.1% |
| 5Y | +62.6% | -49.1% | +111.7% | +52.8% |
| All | +80.1% | +6.4% | +73.8% | +67.4% |
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