+7,431.6%
QLD vs BTG
+392.0%
+7,039.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.5% |
| 7D | +0.6% | -0.9% | +1.4% | +0.6% |
| 30D | -0.1% | +36.8% | -37.0% | -3.7% |
| 3M | -8.4% | +23.1% | -31.5% | -10.7% |
| 6M | +32.2% | +3.5% | +28.7% | +30.9% |
| YTD | +28.9% | +25.5% | +3.4% | +24.7% |
| 1Y | +43.8% | +40.1% | +3.7% | +37.2% |
| 3Y | +176.6% | +101.1% | +75.5% | +151.2% |
| 5Y | +121.6% | +70.6% | +51.0% | +102.9% |
| 10Y | +1,652.9% | +152.1% | +1,500.8% | +1,427.7% |
| All | +7,431.6% | +392.0% | +7,039.6% | +5,872.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling