+8,175.3%
QLD vs BTI
+651.3%
+7,523.9%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +12.5% | -3.2% | +15.7% | +15.0% |
| 30D | -15.7% | +9.7% | -25.4% | -22.1% |
| 3M | -11.9% | +11.1% | -23.0% | -19.9% |
| 6M | -10.3% | -1.2% | -9.1% | -13.0% |
| YTD | +15.6% | +12.7% | +2.9% | -0.3% |
| 1Y | +12.1% | +15.8% | -3.7% | -5.5% |
| 3Y | +150.7% | +148.9% | +1.8% | +6.3% |
| 5Y | +86.6% | +151.9% | -65.3% | -23.8% |
| 10Y | +1,509.7% | +124.2% | +1,385.6% | +567.7% |
| All | +8,175.3% | +651.3% | +7,523.9% | +1,021.2% |
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