+67.2%
QLD vs BTG
+47.1%
+20.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.5% | +0.1% | +1.9% |
| 7D | -10.3% | +17.4% | -27.7% | -14.1% |
| 30D | -26.1% | +8.0% | -34.1% | -27.7% |
| 3M | -17.8% | +32.5% | -50.3% | -24.3% |
| 6M | -15.6% | +21.6% | -37.1% | -20.9% |
| YTD | +5.4% | +21.2% | -15.9% | -2.7% |
| 1Y | +5.2% | +43.9% | -38.7% | -7.0% |
| 3Y | +139.4% | +78.6% | +60.9% | +88.8% |
| All | +67.2% | +47.1% | +20.0% | +40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling