+156.0%
BTI vs QS
-46.4%
+202.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.7% |
| 7D | -0.2% | -3.6% | +3.5% | -0.2% |
| 30D | -1.1% | -17.2% | +16.2% | -1.0% |
| 3M | -8.8% | -27.0% | +18.2% | -8.7% |
| 6M | -4.0% | -24.6% | +20.6% | -3.9% |
| YTD | +0.4% | -49.3% | +49.7% | +0.5% |
| 1Y | +1.9% | -40.3% | +42.3% | +1.9% |
| 3Y | +108.5% | -23.8% | +132.3% | +107.2% |
| 5Y | +118.5% | -75.0% | +193.5% | +116.6% |
| All | +156.0% | -46.4% | +202.4% | +158.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling