+16,235.3%
BKNG vs QLD
+9,036.4%
+7,198.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.3% | -1.1% |
| 7D | -6.0% | +0.6% | -6.6% | -6.3% |
| 30D | -6.6% | -0.1% | -6.5% | -6.8% |
| 3M | +15.7% | -8.4% | +24.1% | +17.7% |
| 6M | +14.1% | +32.2% | -18.1% | -3.4% |
| YTD | -9.3% | +28.9% | -38.2% | -22.3% |
| 1Y | -12.8% | +43.8% | -56.6% | -29.7% |
| 3Y | +58.4% | +176.6% | -118.2% | -12.1% |
| 5Y | +114.1% | +121.6% | -7.4% | +21.4% |
| 10Y | +246.8% | +1,652.9% | -1,406.1% | -44.8% |
| All | +16,235.3% | +9,036.4% | +7,198.9% | +812.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling