+463.5%
BTSG vs QID
-67.1%
+530.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -0.7% |
| 7D | +2.9% | -1.9% | +4.8% | +2.2% |
| 30D | +0.9% | +1.7% | -0.8% | +1.6% |
| 3M | +1.6% | -3.9% | +5.5% | +1.3% |
| 6M | +46.8% | -30.0% | +76.8% | +31.0% |
| YTD | +65.5% | -28.2% | +93.7% | +50.1% |
| 1Y | +136.2% | -35.6% | +171.9% | +108.3% |
| All | +463.5% | -67.1% | +530.6% | +335.9% |
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