+1,678.5%
QQQ vs BTG
+385.9%
+1,292.6%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -1.9% | -0.4% |
| 7D | +1.0% | +2.4% | -1.4% | +0.9% |
| 30D | -0.6% | +9.5% | -10.1% | -1.2% |
| 3M | +1.3% | +38.5% | -37.2% | -0.7% |
| 6M | +18.1% | +5.6% | +12.5% | +17.3% |
| YTD | +16.9% | +23.9% | -7.0% | +14.9% |
| 1Y | +24.0% | +32.1% | -8.1% | +21.2% |
| 3Y | +95.6% | +103.2% | -7.6% | +85.7% |
| 5Y | +94.5% | +79.7% | +14.8% | +84.8% |
| 10Y | +571.7% | +159.1% | +412.6% | +521.9% |
| All | +1,678.5% | +385.9% | +1,292.6% | +1,546.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling