+10.8%
BTDR vs QS
-26.0%
+36.8%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.8% | -5.7% | -6.2% |
| 7D | -3.2% | -5.0% | +1.8% | -1.3% |
| 30D | +32.7% | -18.3% | +51.0% | +44.0% |
| 3M | -28.4% | -26.0% | -2.4% | -19.7% |
| 6M | +51.7% | -24.0% | +75.8% | +70.3% |
| YTD | +2.9% | -50.3% | +53.1% | +33.5% |
| 1Y | -15.5% | -38.0% | +22.5% | +3.0% |
| All | +10.8% | -26.0% | +36.8% | +4.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling