-20.2%
BKNG vs BG
+55.7%
-75.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.8% |
| 7D | -10.7% | +3.7% | -14.4% | -9.6% |
| 30D | -18.1% | +12.3% | -30.4% | -15.2% |
| 3M | +8.5% | -2.2% | +10.7% | +8.8% |
| 6M | -0.1% | +5.3% | -5.4% | +2.3% |
| YTD | -18.2% | +42.4% | -60.6% | -11.3% |
| All | -20.2% | +55.7% | -75.9% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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