-15.6%
QLD vs BTI
+5.0%
-20.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.5% | +6.0% | +0.7% |
| 7D | -10.3% | -1.0% | -9.2% | -10.7% |
| 30D | -26.1% | +13.0% | -39.0% | -21.1% |
| 3M | -17.8% | +5.3% | -23.1% | -15.0% |
| 6M | -15.6% | +5.3% | -20.9% | -11.3% |
| All | -15.6% | +5.0% | -20.6% | -11.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling