+95.7%
QQQ vs BTI
+118.0%
-22.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.8% |
| 7D | -0.6% | -0.2% | -0.4% | -0.5% |
| 30D | -1.2% | -1.1% | -0.1% | -1.1% |
| 3M | -0.2% | -8.8% | +8.6% | +0.7% |
| 6M | +17.9% | -4.0% | +21.9% | +17.8% |
| YTD | +16.6% | +0.4% | +16.3% | +15.6% |
| 1Y | +23.0% | +1.9% | +21.1% | +21.5% |
| 3Y | +92.9% | +108.5% | -15.6% | +62.0% |
| All | +95.7% | +118.0% | -22.3% | +68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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