+1,665.8%
QQQ vs BX
+873.6%
+792.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.4% | +0.8% |
| 7D | +1.0% | -5.7% | +6.7% | +2.7% |
| 30D | -0.6% | -8.9% | +8.3% | +2.0% |
| 3M | +1.3% | +8.4% | -7.1% | -1.5% |
| 6M | +18.1% | +18.9% | -0.8% | +11.0% |
| YTD | +16.9% | -13.6% | +30.5% | +20.3% |
| 1Y | +24.0% | -22.4% | +46.4% | +31.3% |
| 3Y | +95.6% | +26.0% | +69.6% | +76.1% |
| 5Y | +94.5% | +18.8% | +75.7% | +73.0% |
| 10Y | +571.7% | +668.7% | -97.0% | +257.7% |
| All | +1,665.8% | +873.6% | +792.2% | +630.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling