+91.7%
BKNG vs EFA
+50.9%
+40.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.4% | +1.4% |
| 7D | -10.7% | -2.4% | -8.3% | -8.5% |
| 30D | -18.1% | -2.2% | -15.9% | -16.2% |
| 3M | +8.5% | +5.7% | +2.8% | +2.4% |
| 6M | -0.1% | +8.2% | -8.2% | -8.6% |
| YTD | -18.2% | +11.8% | -30.0% | -28.2% |
| 1Y | -19.9% | +18.3% | -38.1% | -34.0% |
| 3Y | +41.6% | +64.9% | -23.3% | -22.4% |
| All | +91.7% | +50.9% | +40.7% | +18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling