+3.1%
BTDR vs QS
-28.5%
+31.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.6% | +3.4% | +3.6% |
| 7D | +20.0% | -2.3% | +22.3% | +21.7% |
| 30D | +11.9% | -0.7% | +12.7% | +12.2% |
| 3M | -36.9% | -39.6% | +2.7% | -16.4% |
| 6M | +56.5% | -21.7% | +78.2% | +80.0% |
| YTD | +10.4% | -47.4% | +57.8% | +52.7% |
| 1Y | +3.1% | -28.4% | +31.4% | +63.2% |
| All | +3.1% | -28.5% | +31.5% | +63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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