+1,418.0%
QLD vs BTG
+148.3%
+1,269.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +5.2% | +1.6% | +5.9% |
| 7D | -1.4% | +19.1% | -20.5% | -4.6% |
| 30D | -19.6% | +8.2% | -27.8% | -20.8% |
| 3M | -14.1% | +13.3% | -27.5% | -16.4% |
| 6M | -13.6% | +8.1% | -21.7% | -15.7% |
| YTD | +12.5% | +27.5% | -15.0% | +5.8% |
| 1Y | +13.1% | +47.1% | -33.9% | +3.7% |
| 3Y | +154.7% | +105.8% | +48.9% | +114.0% |
| 5Y | +81.1% | +55.8% | +25.3% | +56.1% |
| 10Y | +1,418.0% | +161.8% | +1,256.2% | +1,239.8% |
| All | +1,418.0% | +148.3% | +1,269.7% | +1,239.8% |
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