+672.8%
BX vs QLD
+1,387.1%
-714.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.6% |
| 7D | +3.7% | -3.8% | +7.5% | +5.3% |
| 30D | +8.2% | -20.5% | +28.8% | +20.4% |
| 3M | -12.7% | -14.6% | +2.0% | -6.6% |
| 6M | +1.0% | -14.7% | +15.6% | +5.8% |
| YTD | -17.2% | +11.2% | -28.4% | -25.0% |
| 1Y | -11.6% | +7.1% | -18.7% | -18.5% |
| 3Y | +36.8% | +141.1% | -104.3% | -21.7% |
| 5Y | +4.8% | +84.3% | -79.5% | -35.1% |
| 10Y | +672.8% | +1,450.1% | -777.3% | +62.1% |
| All | +672.8% | +1,387.1% | -714.4% | +62.1% |
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