+95.7%
QQQ vs BTG
+78.0%
+17.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | -0.6% | -3.8% | +3.2% | -0.1% |
| 30D | -1.2% | +3.6% | -4.9% | -1.8% |
| 3M | -0.2% | +32.0% | -32.2% | -4.1% |
| 6M | +17.9% | +3.4% | +14.6% | +16.2% |
| YTD | +16.6% | +20.8% | -4.1% | +12.2% |
| 1Y | +23.0% | +22.4% | +0.6% | +17.3% |
| 3Y | +92.9% | +91.7% | +1.2% | +69.4% |
| All | +95.7% | +78.0% | +17.7% | +72.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling