+209.9%
BKNG vs EFX
+41.8%
+168.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -10.7% | -11.1% | +0.5% | -6.7% |
| 30D | -18.1% | -7.4% | -10.7% | -15.8% |
| 3M | +8.5% | +1.5% | +7.0% | +7.7% |
| 6M | -0.1% | -13.7% | +13.6% | +5.0% |
| YTD | -18.2% | -21.9% | +3.6% | -11.4% |
| 1Y | -19.9% | -30.8% | +10.9% | -10.0% |
| 3Y | +41.6% | -12.4% | +54.0% | +40.2% |
| 5Y | +93.1% | -35.9% | +129.0% | +108.8% |
| All | +209.9% | +41.8% | +168.1% | +144.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 10y: compounded portfolio wealth divided by compounded EFX 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…
10y analysis · Full analysis span regression · 6 months rolling