-10.3%
BX vs QLD
+10.7%
-21.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +3.9% | +2.1% |
| 7D | +0.6% | +7.0% | -6.4% | -1.4% |
| 30D | +14.2% | -14.3% | +28.6% | +18.6% |
| 3M | -18.7% | -16.0% | -2.7% | -15.2% |
| 6M | +2.5% | -14.2% | +16.7% | +4.9% |
| YTD | -18.8% | +12.8% | -31.6% | -27.2% |
| 1Y | -10.3% | +14.1% | -24.4% | -19.8% |
| All | -10.3% | +10.7% | -21.0% | -19.8% |
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