+635.8%
BX vs QLD
+1,468.8%
-833.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +3.9% | +2.6% |
| 7D | +0.6% | +7.0% | -6.4% | -3.0% |
| 30D | +14.2% | -14.3% | +28.6% | +22.1% |
| 3M | -18.7% | -16.0% | -2.7% | -12.5% |
| 6M | +2.5% | -14.2% | +16.7% | +7.1% |
| YTD | -18.8% | +12.8% | -31.6% | -27.0% |
| 1Y | -10.3% | +14.1% | -24.4% | -20.2% |
| 3Y | +35.4% | +146.0% | -110.6% | -23.4% |
| 5Y | +0.3% | +82.0% | -81.8% | -37.7% |
| All | +635.8% | +1,468.8% | -833.0% | +41.7% |
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