+1,627.6%
QLD vs BTG
+158.3%
+1,469.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.7% | -1.7% |
| 7D | -2.6% | -5.5% | +2.8% | -1.7% |
| 30D | -3.3% | +6.1% | -9.4% | -4.4% |
| 3M | +1.8% | +38.6% | -36.8% | -4.4% |
| 6M | +29.7% | +0.7% | +29.1% | +28.1% |
| YTD | +25.1% | +20.3% | +4.8% | +19.3% |
| 1Y | +37.1% | +25.0% | +12.1% | +29.1% |
| 3Y | +176.3% | +97.3% | +79.0% | +135.9% |
| 5Y | +121.0% | +78.3% | +42.6% | +89.7% |
| All | +1,627.6% | +158.3% | +1,469.3% | +1,430.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded BTG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling