-13.6%
BKNG vs EFA
+16.9%
-30.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.6% | +7.3% | +8.3% |
| 7D | +15.6% | +2.0% | +13.6% | +14.3% |
| 30D | +8.0% | +1.6% | +6.4% | +7.0% |
| 3M | -11.8% | -1.5% | -10.3% | -11.1% |
| 6M | +3.8% | +6.6% | -2.9% | +0.1% |
| YTD | -19.6% | +11.8% | -31.4% | -27.7% |
| 1Y | -13.6% | +16.9% | -30.5% | -27.4% |
| All | -13.6% | +16.9% | -30.5% | -27.4% |
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