+27.6%
BX vs QLD
+121.5%
-93.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.3% |
| 7D | -4.4% | +0.6% | -4.9% | -4.7% |
| 30D | +0.1% | -0.1% | +0.2% | +0.1% |
| 3M | +16.0% | -8.4% | +24.4% | +19.4% |
| 6M | +21.6% | +32.2% | -10.6% | 0.0% |
| YTD | -8.9% | +28.9% | -37.8% | -24.0% |
| 1Y | -16.6% | +43.8% | -60.4% | -35.6% |
| 3Y | +43.3% | +176.6% | -133.3% | -30.3% |
| All | +27.6% | +121.5% | -93.9% | -32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling