+91.2%
BKNG vs ECL
+27.6%
+63.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -1.2% |
| 7D | -10.0% | -1.1% | -8.9% | -9.4% |
| 30D | -18.1% | -0.8% | -17.3% | -17.6% |
| 3M | +6.3% | +5.0% | +1.3% | +3.8% |
| 6M | +0.8% | +0.2% | +0.6% | +0.8% |
| YTD | -18.4% | +5.8% | -24.2% | -21.2% |
| 1Y | -20.4% | +1.5% | -21.9% | -21.6% |
| 3Y | +39.5% | +55.0% | -15.5% | +4.7% |
| All | +91.2% | +27.6% | +63.7% | +56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 5y: compounded portfolio wealth divided by compounded ECL 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…
5y analysis · Full analysis span regression · 6 months rolling