-100.0%
QID vs BTG
+385.9%
-485.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.7% |
| 7D | -1.9% | +2.4% | -4.3% | -1.6% |
| 30D | +1.7% | +9.5% | -7.8% | +2.8% |
| 3M | -3.9% | +38.5% | -42.4% | +0.2% |
| 6M | -30.0% | +5.6% | -35.6% | -28.4% |
| YTD | -28.2% | +23.9% | -52.1% | -25.0% |
| 1Y | -35.6% | +32.1% | -67.8% | -31.9% |
| 3Y | -74.3% | +103.2% | -177.5% | -71.0% |
| 5Y | -80.8% | +79.7% | -160.5% | -78.1% |
| 10Y | -99.2% | +159.1% | -258.3% | -99.0% |
| All | -100.0% | +385.9% | -485.8% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling