+190.7%
BX vs QS
-47.4%
+238.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.1% | -2.8% |
| 7D | -8.9% | -5.0% | -4.0% | -8.4% |
| 30D | -14.8% | -18.3% | +3.5% | -13.0% |
| 3M | +6.9% | -26.0% | +32.9% | +9.8% |
| 6M | +16.3% | -24.0% | +40.3% | +18.5% |
| YTD | -16.1% | -50.3% | +34.2% | -10.8% |
| 1Y | -26.8% | -38.0% | +11.2% | -25.2% |
| 3Y | +22.4% | -24.6% | +47.0% | +14.7% |
| 5Y | +16.0% | -75.4% | +91.4% | +12.9% |
| All | +190.7% | -47.4% | +238.1% | +185.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 10y: compounded portfolio wealth divided by compounded QS 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…
10y analysis · Full analysis span regression · 6 months rolling