+1,418.0%
QLD vs BTI
+114.6%
+1,303.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.3% | +8.1% | +7.4% |
| 7D | -1.4% | -2.9% | +1.5% | -0.2% |
| 30D | -19.6% | +8.3% | -27.8% | -23.2% |
| 3M | -14.1% | +2.9% | -17.0% | -16.2% |
| 6M | -13.6% | +6.2% | -19.8% | -18.6% |
| YTD | +12.5% | +10.9% | +1.6% | +2.9% |
| 1Y | +13.1% | +16.6% | -3.4% | +0.5% |
| 3Y | +154.7% | +142.2% | +12.5% | +39.1% |
| 5Y | +81.1% | +151.3% | -70.2% | -4.9% |
| 10Y | +1,418.0% | +113.9% | +1,304.1% | +685.0% |
| All | +1,418.0% | +114.6% | +1,303.4% | +685.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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