+125.2%
QLD vs BTSG
+421.3%
-296.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.0% | -3.2% | -1.2% |
| 7D | +3.0% | +5.7% | -2.8% | +1.1% |
| 30D | -1.8% | +0.2% | -2.0% | -2.1% |
| 3M | -1.8% | +5.6% | -7.4% | -5.0% |
| 6M | +36.9% | +50.8% | -13.9% | +16.8% |
| YTD | +28.7% | +67.0% | -38.4% | +6.0% |
| 1Y | +41.9% | +145.5% | -103.6% | +3.0% |
| All | +125.2% | +421.3% | -296.1% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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