+125.6%
QLD vs BTSG
+406.1%
-280.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.5% | +0.7% |
| 7D | +0.6% | +2.7% | -2.1% | -0.3% |
| 30D | -0.1% | -3.6% | +3.5% | +0.8% |
| 3M | -8.4% | +5.8% | -14.2% | -11.4% |
| 6M | +32.2% | +44.7% | -12.5% | +14.4% |
| YTD | +28.9% | +62.2% | -33.3% | +7.3% |
| 1Y | +43.8% | +152.1% | -108.3% | +3.5% |
| All | +125.6% | +406.1% | -280.5% | +32.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling