+71.3%
QQQ vs BTSG
+416.6%
-345.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | +1.0% | +2.9% | -1.9% | +0.5% |
| 30D | -0.6% | +0.9% | -1.5% | -0.9% |
| 3M | +1.3% | +1.6% | -0.3% | +0.3% |
| 6M | +18.1% | +46.8% | -28.7% | +9.4% |
| YTD | +16.9% | +65.5% | -48.6% | +5.9% |
| 1Y | +24.0% | +136.2% | -112.3% | +5.8% |
| All | +71.3% | +416.6% | -345.3% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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