-47.3%
QS vs BTG
-0.1%
-47.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +1.7% | -8.3% | -7.2% |
| 7D | -4.2% | +2.4% | -6.6% | -5.1% |
| 30D | -15.7% | +9.5% | -25.2% | -18.4% |
| 3M | -28.7% | +38.5% | -67.2% | -36.8% |
| 6M | -23.2% | +5.6% | -28.9% | -26.0% |
| YTD | -49.9% | +23.9% | -73.8% | -54.2% |
| 1Y | -38.8% | +32.1% | -70.9% | -45.8% |
| 3Y | -24.0% | +103.2% | -127.2% | -42.5% |
| 5Y | -75.6% | +79.7% | -155.3% | -81.2% |
| All | -47.3% | -0.1% | -47.2% | -53.6% |
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