+29.1%
ABNB vs QLD
+207.3%
-178.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.5% | +5.6% | +4.4% |
| 7D | -1.7% | +7.0% | -8.7% | -5.6% |
| 30D | +11.8% | -14.3% | +26.1% | +19.9% |
| 3M | +0.9% | -16.0% | +16.9% | +8.7% |
| 6M | +40.5% | -14.2% | +54.7% | +46.0% |
| YTD | +37.6% | +12.8% | +24.9% | +20.8% |
| 1Y | +54.1% | +14.1% | +40.1% | +33.9% |
| 3Y | +56.8% | +146.0% | -89.2% | -20.7% |
| 5Y | -9.6% | +82.0% | -91.6% | -50.0% |
| All | +29.1% | +207.3% | -178.2% | -42.8% |
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