+452.1%
BTSG vs QID
-67.3%
+519.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -1.3% |
| 7D | +2.7% | -0.6% | +3.3% | +2.5% |
| 30D | -3.6% | 0.0% | -3.6% | -3.5% |
| 3M | +5.8% | +3.7% | +2.1% | +8.8% |
| 6M | +44.7% | -29.9% | +74.6% | +29.4% |
| YTD | +62.2% | -28.8% | +90.9% | +46.6% |
| 1Y | +152.1% | -37.2% | +189.3% | +120.4% |
| All | +452.1% | -67.3% | +519.4% | +325.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling