-21.7%
BKNG vs QLD
+40.7%
-62.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.2% | -3.7% |
| 7D | -13.1% | +1.9% | -15.0% | -13.4% |
| 30D | -18.5% | -1.8% | -16.7% | -18.3% |
| 3M | +5.8% | -0.1% | +5.8% | +5.2% |
| 6M | -2.1% | +32.6% | -34.7% | -13.8% |
| YTD | -18.6% | +27.9% | -46.6% | -27.3% |
| 1Y | -21.7% | +40.3% | -61.9% | -31.1% |
| All | -21.7% | +40.7% | -62.3% | -31.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling