+91.7%
BKNG vs EFV
+93.8%
-2.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.8% |
| 7D | -10.7% | -2.0% | -8.7% | -8.8% |
| 30D | -18.1% | -0.2% | -17.9% | -17.9% |
| 3M | +8.5% | +9.1% | -0.6% | -0.4% |
| 6M | -0.1% | +11.7% | -11.8% | -10.8% |
| YTD | -18.2% | +17.0% | -35.3% | -31.0% |
| 1Y | -19.9% | +26.7% | -46.6% | -37.8% |
| 3Y | +41.6% | +90.2% | -48.5% | -32.3% |
| All | +91.7% | +93.8% | -2.1% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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