+82.1%
QLD vs BTI
+153.9%
-71.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -2.7% |
| 7D | +7.0% | +1.6% | +5.4% | +6.6% |
| 30D | -14.3% | +9.2% | -23.5% | -16.1% |
| 3M | -16.0% | +9.6% | -25.6% | -18.0% |
| 6M | -14.2% | -2.4% | -11.8% | -13.8% |
| YTD | +12.8% | +14.2% | -1.5% | +6.9% |
| 1Y | +14.1% | +20.3% | -6.2% | +6.1% |
| 3Y | +146.0% | +147.4% | -1.5% | +60.8% |
| All | +82.1% | +153.9% | -71.8% | +26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling