+558.6%
QQQ vs BX
+673.1%
-114.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.6% | -0.1% |
| 7D | -0.6% | -5.6% | +5.0% | +1.7% |
| 30D | -1.2% | -12.2% | +11.0% | +3.9% |
| 3M | -0.2% | +7.4% | -7.6% | -3.8% |
| 6M | +17.9% | +22.2% | -4.3% | +6.8% |
| YTD | +16.6% | -14.0% | +30.7% | +21.5% |
| 1Y | +23.0% | -27.3% | +50.3% | +36.9% |
| 3Y | +92.9% | +24.5% | +68.4% | +64.5% |
| 5Y | +95.6% | +18.9% | +76.7% | +61.1% |
| All | +558.6% | +673.1% | -114.5% | +161.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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