+26.7%
BTDR vs QS
-74.4%
+101.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.0% | +0.3% | +1.8% |
| 7D | +22.4% | +2.2% | +20.2% | +21.8% |
| 30D | +16.5% | -8.1% | +24.5% | +19.0% |
| 3M | -31.5% | -27.0% | -4.5% | -26.0% |
| 6M | +74.0% | -16.4% | +90.5% | +83.7% |
| YTD | +13.0% | -46.4% | +59.4% | +30.9% |
| 1Y | -0.2% | -41.1% | +40.9% | +14.2% |
| 3Y | +9.9% | -18.6% | +28.5% | +11.3% |
| 5Y | +28.1% | -73.0% | +101.2% | +28.3% |
| All | +26.7% | -74.4% | +101.1% | +28.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling