+564.6%
BX vs QSR
+203.9%
+360.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.2% | -2.5% |
| 7D | -8.9% | -4.7% | -4.2% | -6.7% |
| 30D | -14.8% | +4.3% | -19.1% | -16.7% |
| 3M | +6.9% | +5.4% | +1.5% | +3.7% |
| 6M | +16.3% | +8.2% | +8.1% | +10.9% |
| YTD | -16.1% | +14.1% | -30.2% | -22.5% |
| 1Y | -26.8% | +28.1% | -54.9% | -36.4% |
| 3Y | +22.4% | +25.3% | -2.8% | +5.3% |
| 5Y | +16.0% | +40.4% | -24.4% | -6.1% |
| 10Y | +646.9% | +132.4% | +514.6% | +348.9% |
| All | +564.6% | +203.9% | +360.7% | +254.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling