There is no shortage of things that can cause issues like yours.

First, I think a relavant question is what broadhead are you shooting? There are certain heads, such as the crimson talons with curved blades, that have increased surface area. That increase in surface area creates drag, which slows your arrow and causes a difference that is more and more pronounced as range increases. Natural feathers have the same affect, even though they are faster (due to their light weight) right off the bow.

What kind of set up do you have? What poundage, what kind of speed?