+152.2%
QLD vs BTDR
+54.4%
+97.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -12.8% | +12.2% | +1.4% |
| 7D | +12.5% | +15.4% | -2.9% | +9.6% |
| 30D | -15.7% | -33.4% | +17.7% | -10.6% |
| 3M | -11.9% | -32.0% | +20.1% | -7.5% |
| 6M | -10.3% | -52.2% | +42.0% | -2.2% |
| YTD | +15.6% | -45.3% | +60.9% | +21.3% |
| 1Y | +12.1% | -56.0% | +68.2% | +20.4% |
| All | +152.2% | +54.4% | +97.8% | +118.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling