-15.6%
QLD vs BTG
+23.5%
-39.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.5% | +0.1% | +1.9% |
| 7D | -10.3% | +17.4% | -27.7% | -14.6% |
| 30D | -26.1% | +8.0% | -34.1% | -27.8% |
| 3M | -17.8% | +32.5% | -50.3% | -25.0% |
| 6M | -15.6% | +21.6% | -37.1% | -20.3% |
| All | -15.6% | +23.5% | -39.1% | -20.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling