+661.1%
BX vs QSR
+135.2%
+525.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +2.2% |
| 7D | -5.6% | -4.0% | -1.6% | -3.7% |
| 30D | -12.2% | +2.8% | -15.0% | -13.5% |
| 3M | +7.4% | +5.1% | +2.3% | +4.3% |
| 6M | +22.2% | +8.8% | +13.4% | +16.1% |
| YTD | -14.0% | +14.8% | -28.8% | -20.8% |
| 1Y | -27.3% | +25.7% | -53.0% | -36.3% |
| 3Y | +24.5% | +27.5% | -3.0% | +5.9% |
| 5Y | +18.9% | +41.3% | -22.4% | -4.7% |
| All | +661.1% | +135.2% | +525.9% | +397.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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