+33.8%
BX vs QLD
+140.3%
-106.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | -1.4% |
| 7D | +1.8% | -10.3% | +12.1% | +6.5% |
| 30D | +7.9% | -26.1% | +33.9% | +22.6% |
| 3M | -9.6% | -17.8% | +8.2% | -2.5% |
| 6M | -2.3% | -15.6% | +13.3% | +2.0% |
| YTD | -19.3% | +5.4% | -24.7% | -25.3% |
| 1Y | -13.2% | +5.2% | -18.5% | -19.9% |
| 3Y | +33.8% | +139.4% | -105.7% | -24.5% |
| All | +33.8% | +140.3% | -106.5% | -24.5% |
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