+9,127.5%
QLD vs BTI
+570.6%
+8,556.9%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +1.2% |
| 7D | +0.6% | -1.4% | +2.0% | +1.6% |
| 30D | -0.1% | -6.6% | +6.5% | +4.8% |
| 3M | -8.4% | -3.0% | -5.4% | -8.7% |
| 6M | +32.2% | -6.7% | +38.9% | +34.3% |
| YTD | +28.9% | +0.6% | +28.3% | +22.8% |
| 1Y | +43.8% | +5.6% | +38.2% | +31.0% |
| 3Y | +176.6% | +110.3% | +66.3% | +35.4% |
| 5Y | +121.6% | +114.3% | +7.3% | +3.8% |
| 10Y | +1,652.9% | +67.7% | +1,585.3% | +852.3% |
| All | +9,127.5% | +570.6% | +8,556.9% | +1,280.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling