+23.0%
QQQ vs BX
-25.1%
+48.1%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.6% | +0.4% |
| 7D | -0.6% | -5.6% | +5.0% | +0.4% |
| 30D | -1.2% | -12.2% | +11.0% | +1.0% |
| 3M | -0.2% | +7.4% | -7.6% | -1.7% |
| 6M | +17.9% | +22.2% | -4.3% | +13.3% |
| YTD | +16.6% | -14.0% | +30.7% | +18.8% |
| 1Y | +23.0% | -27.3% | +50.3% | +27.0% |
| All | +23.0% | -25.1% | +48.1% | +27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling