+101.4%
QQQ vs BTDR
+19.6%
+81.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.7% | -2.9% | +0.6% |
| 7D | -0.6% | -3.4% | +2.8% | -0.4% |
| 30D | -1.2% | +32.6% | -33.8% | -3.1% |
| 3M | -0.2% | -32.2% | +32.0% | +1.2% |
| 6M | +17.9% | +52.4% | -34.4% | +13.8% |
| YTD | +16.6% | +6.7% | +10.0% | +14.2% |
| 1Y | +23.0% | -15.2% | +38.2% | +20.6% |
| 3Y | +92.9% | +14.9% | +78.1% | +78.8% |
| 5Y | +95.6% | +20.8% | +74.8% | +76.0% |
| All | +101.4% | +19.6% | +81.8% | +81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 10y: compounded portfolio wealth divided by compounded BTDR 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…
10y analysis · Full analysis span regression · 6 months rolling