+209.9%
BKNG vs EIX
+21.5%
+188.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.8% |
| 7D | -10.7% | +0.8% | -11.5% | -10.9% |
| 30D | -18.1% | -18.8% | +0.7% | -14.4% |
| 3M | +8.5% | -19.7% | +28.2% | +13.5% |
| 6M | -0.1% | -18.2% | +18.2% | +3.7% |
| YTD | -18.2% | -1.7% | -16.5% | -20.3% |
| 1Y | -19.9% | +7.8% | -27.6% | -24.4% |
| 3Y | +41.6% | -5.6% | +47.2% | +35.2% |
| 5Y | +93.1% | +23.7% | +69.4% | +64.9% |
| All | +209.9% | +21.5% | +188.4% | +150.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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