+101.8%
QQQ vs BTDR
+23.3%
+78.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | -0.1% |
| 7D | +1.0% | +14.8% | -13.8% | +0.1% |
| 30D | -0.6% | +41.8% | -42.4% | -2.9% |
| 3M | +1.3% | -29.2% | +30.5% | +2.5% |
| 6M | +18.1% | +66.2% | -48.0% | +13.5% |
| YTD | +16.9% | +10.0% | +6.9% | +14.2% |
| 1Y | +24.0% | -11.0% | +35.0% | +21.2% |
| 3Y | +95.6% | +6.9% | +88.7% | +81.1% |
| 5Y | +94.5% | +24.7% | +69.8% | +74.7% |
| All | +101.8% | +23.3% | +78.5% | +81.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling