+674.8%
BX vs QLD
+1,375.1%
-700.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | -1.6% |
| 7D | +1.8% | -10.3% | +12.1% | +7.1% |
| 30D | +7.9% | -26.1% | +33.9% | +24.4% |
| 3M | -9.6% | -17.8% | +8.2% | -1.5% |
| 6M | -2.3% | -15.6% | +13.3% | +2.9% |
| YTD | -19.3% | +5.4% | -24.7% | -24.8% |
| 1Y | -13.2% | +5.2% | -18.5% | -19.5% |
| 3Y | +33.8% | +139.4% | -105.7% | -23.1% |
| 5Y | 0.0% | +66.7% | -66.7% | -34.9% |
| All | +674.8% | +1,375.1% | -700.3% | +83.2% |
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