-12.8%
BKNG vs EFA
+23.1%
-35.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.1% | -1.0% |
| 7D | -6.0% | +0.6% | -6.6% | -6.2% |
| 30D | -6.6% | +0.9% | -7.5% | -7.0% |
| 3M | +15.7% | +4.9% | +10.8% | +13.3% |
| 6M | +14.1% | +8.6% | +5.6% | +9.3% |
| YTD | -9.3% | +14.6% | -23.9% | -16.9% |
| 1Y | -12.8% | +22.6% | -35.4% | -21.9% |
| All | -12.8% | +23.1% | -35.9% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 EFA 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