+209.9%
BKNG vs BTG
+158.3%
+51.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +0.7% |
| 7D | -10.7% | -5.5% | -5.2% | -10.3% |
| 30D | -18.1% | +6.1% | -24.2% | -18.5% |
| 3M | +8.5% | +38.6% | -30.1% | +5.8% |
| 6M | -0.1% | +0.7% | -0.7% | -0.8% |
| YTD | -18.2% | +20.3% | -38.6% | -20.1% |
| 1Y | -19.9% | +25.0% | -44.9% | -22.3% |
| 3Y | +41.6% | +97.3% | -55.7% | +30.7% |
| 5Y | +93.1% | +78.3% | +14.8% | +78.5% |
| All | +209.9% | +158.3% | +51.6% | +183.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 10y: compounded portfolio wealth divided by compounded BTG 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…
10y analysis · Full analysis span regression · 6 months rolling