+18.4%
BX vs QID
-80.8%
+99.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.3% | +1.5% |
| 7D | -5.6% | +1.3% | -6.9% | -4.9% |
| 30D | -12.2% | +2.9% | -15.2% | -10.5% |
| 3M | +7.4% | -0.7% | +8.1% | +8.3% |
| 6M | +22.2% | -29.7% | +51.8% | +2.1% |
| YTD | -14.0% | -27.9% | +13.9% | -26.3% |
| 1Y | -27.3% | -34.6% | +7.3% | -40.7% |
| 3Y | +24.5% | -73.5% | +98.1% | -32.1% |
| All | +18.4% | -80.8% | +99.2% | -30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling