-22.0%
QID vs BTG
+24.4%
-46.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +8.7% | -10.6% | +0.7% |
| 7D | +9.8% | -0.2% | +10.0% | +10.1% |
| 30D | +18.9% | -0.8% | +19.7% | +19.4% |
| 3M | +9.6% | +31.8% | -22.2% | +20.6% |
| 6M | -7.8% | +20.4% | -28.2% | +0.2% |
| YTD | -23.3% | +14.7% | -38.0% | -14.4% |
| 1Y | -22.0% | +29.4% | -51.4% | -5.3% |
| All | -22.0% | +24.4% | -46.4% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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