+209.9%
BKNG vs ED
+109.0%
+100.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | -10.7% | -1.9% | -8.8% | -10.3% |
| 30D | -18.1% | +0.1% | -18.2% | -18.1% |
| 3M | +8.5% | 0.0% | +8.5% | +8.5% |
| 6M | -0.1% | -2.5% | +2.5% | +0.3% |
| YTD | -18.2% | +10.1% | -28.3% | -20.4% |
| 1Y | -19.9% | +13.6% | -33.4% | -22.7% |
| 3Y | +41.6% | +32.4% | +9.2% | +28.8% |
| 5Y | +93.1% | +69.9% | +23.3% | +60.5% |
| All | +209.9% | +109.0% | +100.9% | +150.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling