+40.9%
QSR vs BTG
+78.0%
-37.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.6% |
| 7D | -4.0% | -3.8% | -0.3% | -3.6% |
| 30D | +2.8% | +3.6% | -0.9% | +2.3% |
| 3M | +5.1% | +32.0% | -26.9% | +1.9% |
| 6M | +8.8% | +3.4% | +5.4% | +7.7% |
| YTD | +14.8% | +20.8% | -6.0% | +11.1% |
| 1Y | +25.7% | +22.4% | +3.3% | +20.9% |
| 3Y | +27.5% | +91.7% | -64.2% | +14.4% |
| All | +40.9% | +78.0% | -37.1% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling