+139.4%
QLD vs BTI
+139.2%
+0.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.5% | +6.0% | +2.3% |
| 7D | -10.3% | -1.0% | -9.2% | -10.3% |
| 30D | -26.1% | +13.0% | -39.0% | -25.6% |
| 3M | -17.8% | +3.7% | -21.4% | -17.4% |
| 6M | -15.6% | +3.7% | -19.2% | -15.3% |
| YTD | +5.4% | +10.6% | -5.2% | +5.2% |
| 1Y | +5.2% | +17.1% | -11.8% | +4.9% |
| 3Y | +139.4% | +140.2% | -0.8% | +119.8% |
| All | +139.4% | +139.2% | +0.2% | +119.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling