+1,666.1%
QLD vs BTG
+166.0%
+1,500.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.9% |
| 7D | +1.9% | +2.4% | -0.5% | +1.5% |
| 30D | -1.8% | +9.5% | -11.3% | -3.5% |
| 3M | -0.1% | +38.5% | -38.6% | -6.2% |
| 6M | +32.6% | +5.6% | +26.9% | +29.8% |
| YTD | +27.9% | +23.9% | +4.0% | +21.4% |
| 1Y | +40.3% | +32.1% | +8.1% | +30.8% |
| 3Y | +182.5% | +103.2% | +79.3% | +139.9% |
| 5Y | +122.5% | +79.7% | +42.8% | +90.5% |
| All | +1,666.1% | +166.0% | +1,500.0% | +1,456.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling