+98.8%
BKNG vs QLD
+120.9%
-22.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.2% | -6.6% | -6.7% |
| 7D | -7.9% | +3.0% | -10.8% | -8.9% |
| 30D | -15.9% | -1.8% | -14.1% | -15.5% |
| 3M | +11.1% | -1.8% | +12.9% | +10.2% |
| 6M | -0.7% | +36.9% | -37.6% | -14.7% |
| YTD | -15.4% | +28.7% | -44.1% | -25.5% |
| 1Y | -18.5% | +41.9% | -60.4% | -31.5% |
| 3Y | +46.5% | +184.2% | -137.8% | -11.6% |
| 5Y | +98.8% | +122.1% | -23.4% | +24.1% |
| All | +98.8% | +120.9% | -22.1% | +24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling