+26.7%
BTDR vs QID
-82.4%
+109.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.1% | +2.5% |
| 7D | +22.4% | -2.7% | +25.2% | +20.6% |
| 30D | +16.5% | +1.8% | +14.7% | +18.4% |
| 3M | -31.5% | -2.2% | -29.3% | -29.3% |
| 6M | +74.0% | -32.1% | +106.2% | +54.2% |
| YTD | +13.0% | -28.6% | +41.6% | +4.4% |
| 1Y | -0.2% | -36.3% | +36.1% | -10.2% |
| 3Y | +9.9% | -74.4% | +84.3% | -10.5% |
| 5Y | +28.1% | -80.8% | +108.9% | +3.8% |
| All | +26.7% | -82.4% | +109.1% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded QID 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling