+118.3%
BTI vs QS
-74.9%
+193.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.9% |
| 3M | -8.8% | -27.0% | +18.2% | -8.5% |
| 6M | -4.0% | -24.6% | +20.6% | -3.8% |
| YTD | +0.4% | -49.3% | +49.7% | +1.0% |
| 1Y | +1.9% | -40.3% | +42.3% | +1.9% |
| 3Y | +108.5% | -23.8% | +132.3% | +103.9% |
| All | +118.3% | -74.9% | +193.2% | +112.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling