+12,778.6%
BKNG vs EFA
+382.5%
+12,396.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.5% |
| 6M | -0.1% | +8.2% | -8.2% | -8.3% |
| YTD | -18.2% | +11.8% | -30.0% | -27.7% |
| 1Y | -19.9% | +18.3% | -38.1% | -33.1% |
| 3Y | +41.6% | +64.9% | -23.3% | -15.7% |
| 5Y | +93.1% | +52.4% | +40.7% | +26.5% |
| 10Y | +214.8% | +142.4% | +72.4% | +35.3% |
| All | +12,778.6% | +382.5% | +12,396.1% | +2,465.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling