+121.0%
QLD vs BTI
+115.0%
+6.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.6% |
| 7D | +0.6% | -1.4% | +2.0% | +0.9% |
| 30D | -0.1% | -6.6% | +6.5% | +1.5% |
| 3M | -8.4% | -3.0% | -5.4% | -8.7% |
| 6M | +32.2% | -6.7% | +38.9% | +32.9% |
| YTD | +28.9% | +0.6% | +28.3% | +26.2% |
| 1Y | +43.8% | +5.6% | +38.2% | +38.3% |
| 3Y | +176.6% | +110.3% | +66.3% | +92.7% |
| All | +121.0% | +115.0% | +6.0% | +62.8% |
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 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