-46.7%
QS vs BTG
-2.6%
-44.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.6% | +1.8% |
| 7D | -3.6% | -3.8% | +0.1% | -2.5% |
| 30D | -17.2% | +3.6% | -20.9% | -18.4% |
| 3M | -27.0% | +32.0% | -59.0% | -34.2% |
| 6M | -24.6% | +3.4% | -27.9% | -26.8% |
| YTD | -49.3% | +20.8% | -70.1% | -53.2% |
| 1Y | -40.3% | +22.4% | -62.8% | -45.8% |
| 3Y | -23.8% | +91.7% | -115.5% | -41.4% |
| 5Y | -75.0% | +79.0% | -153.9% | -80.6% |
| All | -46.7% | -2.6% | -44.0% | -52.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling