-23.2%
QS vs BTG
+8.1%
-31.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +1.7% | -8.3% | -7.3% |
| 7D | -4.2% | +2.4% | -6.6% | -5.3% |
| 30D | -15.7% | +9.5% | -25.2% | -19.0% |
| 3M | -28.7% | +38.5% | -67.2% | -38.8% |
| 6M | -23.2% | +5.6% | -28.9% | -26.8% |
| All | -23.2% | +8.1% | -31.3% | -26.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling