+39.8%
BKNG vs EL
-34.4%
+74.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +0.9% |
| 7D | -10.7% | -4.4% | -6.3% | -10.0% |
| 30D | -18.1% | +10.3% | -28.4% | -19.6% |
| 3M | +8.5% | +13.4% | -4.8% | +6.1% |
| 6M | -0.1% | +3.1% | -3.1% | -1.5% |
| YTD | -18.2% | -6.9% | -11.3% | -18.4% |
| 1Y | -19.9% | +11.9% | -31.8% | -22.3% |
| All | +39.8% | -34.4% | +74.3% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 3y: compounded portfolio wealth divided by compounded EL 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…
3y analysis · Full analysis span regression · 6 months rolling