-13.6%
BKNG vs BEN
+56.2%
-69.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +4.7% | +5.2% | +8.2% |
| 7D | +15.6% | +6.7% | +8.8% | +13.2% |
| 30D | +8.0% | +3.0% | +5.0% | +6.8% |
| 3M | -11.8% | -4.3% | -7.4% | -10.9% |
| 6M | +3.8% | +16.4% | -12.6% | -3.0% |
| YTD | -19.6% | +46.8% | -66.4% | -32.1% |
| 1Y | -13.6% | +57.3% | -70.9% | -29.3% |
| All | -13.6% | +56.2% | -69.8% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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