+1,502.1%
QLD vs BTG
+164.8%
+1,337.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.3% |
| 7D | +7.0% | -9.1% | +16.1% | +8.8% |
| 30D | -14.3% | -1.6% | -12.7% | -14.2% |
| 3M | -16.0% | -2.8% | -13.2% | -15.9% |
| 6M | -14.2% | -7.6% | -6.6% | -13.9% |
| YTD | +12.8% | +10.2% | +2.5% | +8.7% |
| 1Y | +14.1% | +21.3% | -7.2% | +8.1% |
| 3Y | +146.0% | +82.7% | +63.3% | +111.2% |
| 5Y | +82.0% | +30.8% | +51.2% | +61.7% |
| All | +1,502.1% | +164.8% | +1,337.3% | +1,335.5% |
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