+1,448.4%
QLD vs BTI
+123.4%
+1,325.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.8% |
| 7D | -3.8% | -0.1% | -3.7% | -3.9% |
| 30D | -20.5% | +9.6% | -30.1% | -24.5% |
| 3M | -14.6% | +8.3% | -22.9% | -18.8% |
| 6M | -14.7% | +7.5% | -22.2% | -20.1% |
| YTD | +11.2% | +12.3% | -1.1% | +1.1% |
| 1Y | +7.1% | +16.2% | -9.1% | -4.6% |
| 3Y | +141.1% | +148.0% | -6.9% | +29.9% |
| 5Y | +84.3% | +153.2% | -69.0% | -3.5% |
| All | +1,448.4% | +123.4% | +1,325.0% | +659.7% |
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