-13.6%
BKNG vs ED
+27.1%
-40.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +3.0% | +6.8% | +10.1% |
| 7D | +15.6% | +5.4% | +10.2% | +16.3% |
| 30D | +8.0% | +16.4% | -8.4% | +11.6% |
| 3M | -11.8% | +11.9% | -23.7% | -10.0% |
| 6M | +3.8% | +11.6% | -7.8% | +5.7% |
| YTD | -19.6% | +24.1% | -43.7% | -14.5% |
| 1Y | -13.6% | +26.9% | -40.5% | -7.9% |
| All | -13.6% | +27.1% | -40.7% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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