-73.5%
QID vs BTG
+94.8%
-168.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.7% |
| 7D | +1.3% | -3.8% | +5.0% | +0.5% |
| 30D | +2.9% | +3.6% | -0.7% | +4.0% |
| 3M | -0.7% | +32.0% | -32.7% | +6.6% |
| 6M | -29.7% | +3.4% | -33.0% | -26.8% |
| YTD | -27.9% | +20.8% | -48.7% | -22.1% |
| 1Y | -34.6% | +22.4% | -57.0% | -28.1% |
| 3Y | -73.5% | +91.7% | -165.2% | -67.0% |
| All | -73.5% | +94.8% | -168.4% | -67.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling