+697.2%
BX vs QLD
+1,628.0%
-930.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.3% |
| 7D | -4.4% | +0.6% | -4.9% | -4.6% |
| 30D | +0.1% | -0.1% | +0.2% | +0.1% |
| 3M | +16.0% | -8.4% | +24.4% | +19.2% |
| 6M | +21.6% | +32.2% | -10.6% | +2.3% |
| YTD | -8.9% | +28.9% | -37.8% | -22.4% |
| 1Y | -16.6% | +43.8% | -60.4% | -33.6% |
| 3Y | +43.3% | +176.6% | -133.3% | -22.4% |
| 5Y | +25.7% | +121.6% | -95.9% | -28.0% |
| All | +697.2% | +1,628.0% | -930.8% | +68.6% |
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