-19.1%
BX vs Q
+74.5%
-93.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.1% | +0.2% | -2.4% |
| 7D | -1.1% | +11.5% | -12.6% | -2.7% |
| 30D | +8.8% | -0.2% | +9.0% | +8.6% |
| 3M | -18.3% | -13.6% | -4.7% | -16.4% |
| 6M | -1.5% | -27.0% | +25.5% | +3.5% |
| YTD | -19.9% | +50.5% | -70.5% | -30.1% |
| 1Y | -14.5% | +33.8% | -48.3% | -24.8% |
| All | -19.1% | +74.5% | -93.5% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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