+133.1%
QSR vs BTG
+159.3%
-26.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.6% |
| 7D | -4.0% | -3.8% | -0.3% | -3.7% |
| 30D | +2.8% | +3.6% | -0.9% | +2.4% |
| 3M | +5.1% | +32.0% | -26.9% | +2.4% |
| 6M | +8.8% | +3.4% | +5.4% | +7.7% |
| YTD | +14.8% | +20.8% | -6.0% | +11.8% |
| 1Y | +25.7% | +22.4% | +3.3% | +21.8% |
| 3Y | +27.5% | +91.7% | -64.2% | +17.4% |
| 5Y | +41.3% | +79.0% | -37.7% | +29.4% |
| All | +133.1% | +159.3% | -26.2% | +106.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling