+140.2%
QLD vs BTDR
+26.7%
+113.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.5% | -0.4% |
| 7D | +3.0% | +22.4% | -19.4% | +0.5% |
| 30D | -1.8% | +16.5% | -18.3% | -4.2% |
| 3M | -1.8% | -31.5% | +29.7% | +1.1% |
| 6M | +36.9% | +74.0% | -37.1% | +26.5% |
| YTD | +28.7% | +13.0% | +15.7% | +23.4% |
| 1Y | +41.9% | -0.2% | +42.1% | +35.2% |
| 3Y | +184.2% | +9.9% | +174.3% | +147.7% |
| 5Y | +122.1% | +28.1% | +94.0% | +82.5% |
| All | +140.2% | +26.7% | +113.5% | +96.9% |
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