+37.4%
BX vs QLD
+154.4%
-116.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.6% | -5.1% | -2.5% |
| 7D | -2.8% | -1.2% | -1.7% | -2.7% |
| 30D | +7.3% | -15.7% | +23.0% | +14.8% |
| 3M | -16.3% | -10.0% | -6.3% | -13.3% |
| 6M | +2.5% | -11.2% | +13.7% | +4.9% |
| YTD | -17.6% | +16.4% | -33.9% | -27.0% |
| 1Y | -12.4% | +12.7% | -25.0% | -21.4% |
| All | +37.4% | +154.4% | -116.9% | -23.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling