-25.3%
QS vs BTG
+94.1%
-119.4%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | +0.4% |
| 7D | -5.0% | -5.5% | +0.5% | -3.0% |
| 30D | -18.3% | +6.1% | -24.4% | -20.5% |
| 3M | -26.0% | +38.6% | -64.6% | -35.9% |
| 6M | -24.0% | +0.7% | -24.7% | -26.0% |
| YTD | -50.3% | +20.3% | -70.6% | -54.8% |
| 1Y | -38.0% | +25.0% | -63.0% | -45.5% |
| All | -25.3% | +94.1% | -119.4% | -43.3% |
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 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