+110.1%
QLD vs BTDR
-33.9%
+144.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +9.9% | -3.1% | +5.5% |
| 7D | -1.4% | +7.1% | -8.6% | -2.4% |
| 30D | -19.6% | -31.4% | +11.8% | -16.0% |
| 3M | -14.1% | -39.2% | +25.1% | -9.7% |
| 6M | -13.6% | -50.9% | +37.3% | -7.8% |
| YTD | +12.5% | -41.0% | +53.6% | +16.3% |
| 1Y | +13.1% | -69.9% | +83.1% | +23.8% |
| 3Y | +154.7% | +87.3% | +67.5% | +135.5% |
| 5Y | +81.1% | -33.6% | +114.7% | +60.4% |
| All | +110.1% | -33.9% | +144.0% | +85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 10y: compounded portfolio wealth divided by compounded BTDR 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…
10y analysis · Full analysis span regression · 6 months rolling