+117.2%
QLD vs BTDR
-29.7%
+146.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +9.7% | -5.0% | +3.4% |
| 7D | -1.2% | +7.7% | -8.8% | -2.1% |
| 30D | -15.7% | -24.1% | +8.4% | -13.1% |
| 3M | -10.0% | -19.1% | +9.1% | -8.4% |
| 6M | -11.2% | -46.6% | +35.4% | -6.2% |
| YTD | +16.4% | -37.3% | +53.6% | +19.2% |
| 1Y | +12.7% | -53.2% | +65.9% | +18.3% |
| 3Y | +152.3% | +77.1% | +75.2% | +131.9% |
| 5Y | +91.8% | -29.7% | +121.5% | +68.6% |
| All | +117.2% | -29.7% | +146.9% | +90.2% |
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