+25.6%
QQQ vs BTG
+38.4%
-12.8%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.3% |
| 7D | +0.4% | -0.9% | +1.2% | +0.4% |
| 30D | +0.2% | +36.8% | -36.6% | -3.9% |
| 3M | -2.8% | +23.1% | -25.9% | -5.8% |
| 6M | +18.0% | +3.5% | +14.5% | +15.8% |
| YTD | +17.3% | +25.5% | -8.2% | +12.9% |
| 1Y | +25.6% | +40.1% | -14.5% | +18.1% |
| All | +25.6% | +38.4% | -12.8% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 1y: compounded portfolio wealth divided by compounded BTG 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…
1y analysis · Full analysis span regression · 6 months rolling