+140.6%
QLD vs BTDR
+23.8%
+116.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.9% | -3.6% | -0.1% |
| 7D | +0.6% | +20.0% | -19.4% | -1.7% |
| 30D | -0.1% | +11.9% | -12.1% | -2.1% |
| 3M | -8.4% | -36.9% | +28.6% | -4.7% |
| 6M | +32.2% | +56.5% | -24.3% | +23.5% |
| YTD | +28.9% | +10.4% | +18.5% | +24.0% |
| 1Y | +43.8% | +3.1% | +40.8% | +36.6% |
| 3Y | +176.6% | -2.6% | +179.2% | +142.2% |
| 5Y | +121.6% | +25.2% | +96.4% | +82.6% |
| All | +140.6% | +23.8% | +116.8% | +97.8% |
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