+82.1%
QLD vs BTDR
-44.0%
+126.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -8.6% | +6.2% | -1.3% |
| 7D | +7.0% | -6.9% | +13.9% | +7.8% |
| 30D | -14.3% | -31.5% | +17.2% | -10.4% |
| 3M | -16.0% | -36.1% | +20.1% | -11.9% |
| 6M | -14.2% | -57.6% | +43.4% | -6.8% |
| YTD | +12.8% | -50.0% | +62.8% | +18.8% |
| 1Y | +14.1% | -49.6% | +63.7% | +19.7% |
| 3Y | +146.0% | +48.5% | +97.4% | +132.2% |
| All | +82.1% | -44.0% | +126.1% | +62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling