-21.9%
QS vs BTSG
+382.3%
-404.2%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.6% | +5.9% | +1.2% |
| 7D | -5.0% | -5.8% | +0.8% | -3.3% |
| 30D | -18.3% | 0.0% | -18.3% | -18.5% |
| 3M | -26.0% | -4.5% | -21.5% | -25.9% |
| 6M | -24.0% | +40.0% | -64.1% | -32.9% |
| YTD | -50.3% | +54.6% | -104.8% | -57.4% |
| 1Y | -38.0% | +106.1% | -144.1% | -51.0% |
| All | -21.9% | +382.3% | -404.2% | -54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling