-71.3%
QS vs BTSG
+111.7%
-183.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.1% | +7.6% | +7.5% |
| 7D | +4.5% | +17.4% | -12.9% | -0.6% |
| 30D | -4.1% | +12.6% | -16.7% | -7.6% |
| 3M | -22.1% | +11.2% | -33.3% | -24.9% |
| 6M | -38.4% | +30.4% | -68.8% | -46.5% |
| YTD | -57.5% | +86.4% | -143.9% | -69.7% |
| 1Y | -71.3% | +117.9% | -189.2% | -81.4% |
| All | -71.3% | +111.7% | -183.0% | -81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 1y: compounded portfolio wealth divided by compounded BTSG 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…
1y analysis · Full analysis span regression · 6 months rolling