+977.1%
BE vs BKNG
+118.2%
+858.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.8% | +0.9% | -0.9% |
| 7D | +23.9% | -13.1% | +37.0% | +32.4% |
| 30D | +27.8% | -18.5% | +46.4% | +40.8% |
| 3M | +3.7% | +5.8% | -2.0% | -3.8% |
| 6M | +78.0% | -2.1% | +80.1% | +70.0% |
| YTD | +209.9% | -18.6% | +228.6% | +225.2% |
| 1Y | +389.6% | -21.7% | +411.3% | +420.4% |
| 3Y | +1,730.6% | +40.9% | +1,689.7% | +1,210.0% |
| 5Y | +1,227.8% | +91.0% | +1,136.8% | +654.8% |
| All | +977.1% | +118.2% | +858.9% | +379.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BKNG.
Daily Out/Under-Performance
Portfolio return minus BKNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKNG 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 BKNG 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