+967.7%
BX vs QID
-100.0%
+1,067.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -1.3% |
| 7D | -4.4% | -0.6% | -3.8% | -4.6% |
| 30D | +0.1% | 0.0% | +0.1% | +0.3% |
| 3M | +16.0% | +3.7% | +12.3% | +20.4% |
| 6M | +21.6% | -29.9% | +51.5% | +1.3% |
| YTD | -8.9% | -28.8% | +19.9% | -22.7% |
| 1Y | -16.6% | -37.2% | +20.6% | -33.8% |
| 3Y | +43.3% | -73.7% | +117.1% | -21.1% |
| 5Y | +25.7% | -80.7% | +106.4% | -24.4% |
| 10Y | +689.5% | -99.1% | +788.6% | +1.6% |
| All | +967.7% | -100.0% | +1,067.7% | -71.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling