+661.1%
BX vs QID
-99.2%
+760.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.3% | +1.6% |
| 7D | -5.6% | +1.3% | -6.9% | -4.9% |
| 30D | -12.2% | +2.9% | -15.2% | -10.7% |
| 3M | +7.4% | -0.7% | +8.1% | +8.3% |
| 6M | +22.2% | -29.7% | +51.8% | +4.2% |
| YTD | -14.0% | -27.9% | +13.9% | -24.9% |
| 1Y | -27.3% | -34.6% | +7.3% | -39.2% |
| 3Y | +24.5% | -73.5% | +98.1% | -25.6% |
| 5Y | +18.9% | -81.0% | +99.9% | -24.5% |
| All | +661.1% | -99.2% | +760.2% | +74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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