+96.7%
QLD vs BTDR
-39.9%
+136.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +13.3% | -10.7% | +0.9% |
| 7D | -10.3% | -10.4% | +0.1% | -9.2% |
| 30D | -26.1% | -42.2% | +16.1% | -21.1% |
| 3M | -17.8% | -42.8% | +25.1% | -12.8% |
| 6M | -15.6% | -60.2% | +44.6% | -7.7% |
| YTD | +5.4% | -46.3% | +51.7% | +10.2% |
| 1Y | +5.2% | -71.7% | +76.9% | +16.1% |
| 3Y | +139.4% | +54.6% | +84.8% | +124.4% |
| 5Y | +66.7% | -39.5% | +106.3% | +49.4% |
| All | +96.7% | -39.9% | +136.5% | +75.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling