+12.7%
QLD vs BTI
+15.3%
-2.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.4% | +4.3% | +4.7% |
| 7D | -1.2% | -3.0% | +1.9% | -1.7% |
| 30D | -15.7% | +9.8% | -25.5% | -14.4% |
| 3M | -10.0% | +9.2% | -19.2% | -8.6% |
| 6M | -11.2% | +4.0% | -15.3% | -10.1% |
| YTD | +16.4% | +12.7% | +3.7% | +14.7% |
| 1Y | +12.7% | +15.9% | -3.3% | +10.4% |
| All | +12.7% | +15.3% | -2.7% | +10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling