+117.9%
BTSG vs QID
-21.1%
+139.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.8% | -0.7% |
| 7D | +17.4% | +9.8% | +7.6% | +21.2% |
| 30D | +12.6% | +18.9% | -6.3% | +20.5% |
| 3M | +11.2% | +9.6% | +1.6% | +15.6% |
| 6M | +30.4% | -7.8% | +38.2% | +24.7% |
| YTD | +86.4% | -23.3% | +109.7% | +63.7% |
| 1Y | +117.9% | -22.0% | +140.0% | +92.6% |
| All | +117.9% | -21.1% | +139.0% | +92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 1y: compounded portfolio wealth divided by compounded QID 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…
1y analysis · Full analysis span regression · 6 months rolling