+30.7%
BKNG vs QLD
+143.1%
-112.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -2.2% |
| 7D | +2.3% | -3.8% | +6.1% | +3.1% |
| 30D | -0.7% | -20.5% | +19.9% | +5.7% |
| 3M | -25.0% | -14.6% | -10.4% | -22.2% |
| 6M | -3.5% | -14.7% | +11.1% | -1.5% |
| YTD | -25.1% | +11.2% | -36.3% | -31.4% |
| 1Y | -19.0% | +7.1% | -26.1% | -24.8% |
| All | +30.7% | +143.1% | -112.4% | -19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling