-12.4%
BX vs QLD
+13.0%
-25.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.6% | -5.1% | -1.8% |
| 7D | -2.8% | -1.2% | -1.7% | -2.7% |
| 30D | +7.3% | -15.7% | +23.0% | +12.3% |
| 3M | -16.3% | -10.0% | -6.3% | -14.4% |
| 6M | +2.5% | -11.2% | +13.7% | +3.8% |
| YTD | -17.6% | +16.4% | -33.9% | -26.9% |
| 1Y | -12.4% | +12.7% | -25.0% | -21.3% |
| All | -12.4% | +13.0% | -25.4% | -21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling