+6,057.0%
QLD vs BTG
+375.3%
+5,681.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.5% | +0.1% | +2.3% |
| 7D | -10.3% | +17.4% | -27.7% | -11.9% |
| 30D | -26.1% | +8.0% | -34.1% | -26.7% |
| 3M | -17.8% | +32.5% | -50.3% | -20.5% |
| 6M | -15.6% | +21.6% | -37.1% | -17.8% |
| YTD | +5.4% | +21.2% | -15.9% | +2.2% |
| 1Y | +5.2% | +43.9% | -38.7% | +0.3% |
| 3Y | +139.4% | +78.6% | +60.9% | +119.8% |
| 5Y | +66.7% | +48.8% | +17.9% | +54.4% |
| 10Y | +1,422.1% | +136.8% | +1,285.2% | +1,235.2% |
| All | +6,057.0% | +375.3% | +5,681.7% | +4,794.1% |
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