+8,206.9%
BKNG vs BG
+1,192.5%
+7,014.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.3% |
| 7D | -10.7% | +3.7% | -14.4% | -11.7% |
| 30D | -18.1% | +12.3% | -30.4% | -21.0% |
| 3M | +8.5% | -2.2% | +10.7% | +8.3% |
| 6M | -0.1% | +5.3% | -5.4% | -2.9% |
| YTD | -18.2% | +42.4% | -60.6% | -27.7% |
| 1Y | -19.9% | +55.2% | -75.1% | -31.5% |
| 3Y | +41.6% | +21.0% | +20.6% | +27.8% |
| 5Y | +93.1% | +87.1% | +6.0% | +47.8% |
| 10Y | +214.8% | +169.8% | +44.9% | +101.8% |
| All | +8,206.9% | +1,192.5% | +7,014.4% | +3,136.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling