+18,246.4%
BKNG vs EFV
+252.1%
+17,994.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.8% |
| 7D | -10.7% | -2.0% | -8.7% | -9.0% |
| 30D | -18.1% | -0.2% | -17.9% | -17.9% |
| 3M | +8.5% | +9.1% | -0.6% | +0.6% |
| 6M | -0.1% | +11.7% | -11.8% | -9.6% |
| YTD | -18.2% | +17.0% | -35.3% | -29.3% |
| 1Y | -19.9% | +26.7% | -46.6% | -35.3% |
| 3Y | +41.6% | +90.2% | -48.5% | -20.5% |
| 5Y | +93.1% | +96.1% | -3.0% | +7.4% |
| 10Y | +214.8% | +164.5% | +50.3% | +39.3% |
| All | +18,246.4% | +252.1% | +17,994.2% | +7,205.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling