+426.2%
BTSG vs QID
-66.3%
+492.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +2.3% | -8.9% | -5.8% |
| 7D | -5.8% | +2.7% | -8.5% | -4.7% |
| 30D | 0.0% | +3.3% | -3.3% | +1.4% |
| 3M | -4.5% | -5.5% | +1.1% | -5.4% |
| 6M | +40.0% | -28.4% | +68.4% | +26.1% |
| YTD | +54.6% | -26.6% | +81.1% | +41.5% |
| 1Y | +106.1% | -34.1% | +140.3% | +83.5% |
| All | +426.2% | -66.3% | +492.5% | +310.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling