+25.6%
QQQ vs BRO
-24.4%
+50.0%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | -0.2% |
| 7D | +0.4% | -2.6% | +2.9% | -0.2% |
| 30D | +0.2% | +0.9% | -0.7% | +0.5% |
| 3M | -2.8% | +24.8% | -27.6% | +1.4% |
| 6M | +18.0% | -0.1% | +18.1% | +20.4% |
| YTD | +17.3% | -9.7% | +27.0% | +18.5% |
| 1Y | +25.6% | -24.5% | +50.1% | +25.2% |
| All | +25.6% | -24.4% | +50.0% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 1y: compounded portfolio wealth divided by compounded BRO 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…
1y analysis · Full analysis span regression · 6 months rolling