+31.5%
ABNB vs QLD
+206.7%
-175.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.8% | -6.6% | -3.5% |
| 7D | +11.2% | -1.4% | +12.6% | +11.5% |
| 30D | +14.7% | -19.6% | +34.3% | +27.6% |
| 3M | +6.9% | -14.1% | +21.0% | +14.0% |
| 6M | +34.5% | -13.6% | +48.1% | +39.4% |
| YTD | +40.2% | +12.5% | +27.7% | +23.5% |
| 1Y | +57.4% | +13.1% | +44.3% | +37.4% |
| 3Y | +64.7% | +154.7% | -90.0% | -18.4% |
| 5Y | -2.3% | +81.1% | -83.3% | -45.7% |
| All | +31.5% | +206.7% | -175.2% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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