+547.4%
BTSG vs QID
-64.1%
+611.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | +0.6% |
| 7D | +6.0% | -7.1% | +13.2% | +3.5% |
| 30D | +12.4% | +12.6% | -0.2% | +18.0% |
| 3M | +18.2% | +14.2% | +4.0% | +25.2% |
| 6M | +26.0% | +6.2% | +19.8% | +31.6% |
| YTD | +90.1% | -21.8% | +111.9% | +79.2% |
| 1Y | +124.3% | -23.1% | +147.4% | +110.6% |
| All | +547.4% | -64.1% | +611.5% | +420.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling