+625.7%
BX vs QLD
+1,508.4%
-882.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.5% |
| 7D | -1.1% | +12.5% | -13.6% | -7.0% |
| 30D | +8.8% | -15.7% | +24.5% | +17.3% |
| 3M | -18.3% | -11.9% | -6.4% | -14.0% |
| 6M | -1.5% | -10.3% | +8.7% | +0.6% |
| YTD | -19.9% | +15.6% | -35.5% | -28.9% |
| 1Y | -14.5% | +12.1% | -26.6% | -23.1% |
| 3Y | +32.3% | +150.7% | -118.4% | -25.8% |
| 5Y | -1.1% | +86.6% | -87.7% | -39.3% |
| All | +625.7% | +1,508.4% | -882.6% | +38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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