+10.8%
BTDR vs QID
-73.3%
+84.0%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +2.3% | -8.8% | -3.7% |
| 7D | -3.2% | +2.7% | -5.9% | +0.3% |
| 30D | +32.7% | +3.3% | +29.4% | +39.6% |
| 3M | -28.4% | -5.5% | -22.9% | -28.3% |
| 6M | +51.7% | -28.4% | +80.1% | +18.3% |
| YTD | +2.9% | -26.6% | +29.4% | -14.9% |
| 1Y | -15.5% | -34.1% | +18.7% | -34.9% |
| All | +10.8% | -73.3% | +84.0% | -53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling