+155.6%
BTI vs QS
-43.2%
+198.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -0.4% |
| 7D | -1.4% | +2.2% | -3.6% | -1.4% |
| 30D | -7.0% | -8.1% | +1.0% | -7.0% |
| 3M | -6.3% | -27.0% | +20.7% | -6.2% |
| 6M | -2.0% | -16.4% | +14.5% | -2.0% |
| YTD | +0.2% | -46.4% | +46.5% | +0.3% |
| 1Y | +3.8% | -41.1% | +44.9% | +3.7% |
| 3Y | +112.1% | -18.6% | +130.7% | +110.7% |
| 5Y | +113.6% | -73.0% | +186.7% | +111.7% |
| All | +155.6% | -43.2% | +198.8% | +158.0% |
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