+97.3%
QLD vs BTSG
+493.4%
-396.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.1% | -2.4% |
| 7D | +7.0% | +6.0% | +1.0% | +5.0% |
| 30D | -14.3% | +12.4% | -26.7% | -17.5% |
| 3M | -16.0% | +18.2% | -34.2% | -20.8% |
| 6M | -14.2% | +26.0% | -40.3% | -22.0% |
| YTD | +12.8% | +90.1% | -77.4% | -11.1% |
| 1Y | +14.1% | +124.3% | -110.2% | -14.9% |
| All | +97.3% | +493.4% | -396.1% | +9.5% |
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