+23.8%
BTDR vs QID
-82.4%
+106.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.3% | +3.7% |
| 7D | +20.0% | -0.6% | +20.6% | +19.8% |
| 30D | +11.9% | 0.0% | +11.9% | +12.7% |
| 3M | -36.9% | +3.7% | -40.7% | -32.3% |
| 6M | +56.5% | -29.9% | +86.4% | +41.2% |
| YTD | +10.4% | -28.8% | +39.2% | +1.8% |
| 1Y | +3.1% | -37.2% | +40.3% | -7.8% |
| 3Y | -2.6% | -73.7% | +71.1% | -20.7% |
| 5Y | +25.2% | -80.7% | +105.9% | +1.2% |
| All | +23.8% | -82.4% | +106.2% | +0.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling