+210.6%
BX vs QS
-43.2%
+253.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.0% | -3.6% | -1.8% |
| 7D | -2.0% | +2.2% | -4.2% | -2.2% |
| 30D | -2.3% | -8.1% | +5.8% | -1.5% |
| 3M | +18.5% | -27.0% | +45.5% | +21.8% |
| 6M | +23.7% | -16.4% | +40.2% | +24.8% |
| YTD | -10.4% | -46.4% | +36.0% | -5.5% |
| 1Y | -19.6% | -41.1% | +21.5% | -17.5% |
| 3Y | +30.8% | -18.6% | +49.4% | +21.5% |
| 5Y | +24.3% | -73.0% | +97.4% | +20.0% |
| All | +210.6% | -43.2% | +253.8% | +202.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling