+790.5%
BKNG vs EL
+500.4%
+290.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.9% | -0.9% | -2.7% |
| 7D | -13.1% | -2.4% | -10.8% | -12.2% |
| 30D | -18.5% | +13.7% | -32.2% | -23.1% |
| 3M | +5.8% | +14.5% | -8.7% | -0.5% |
| 6M | -2.1% | +7.4% | -9.5% | -6.8% |
| YTD | -18.6% | -4.7% | -14.0% | -19.9% |
| 1Y | -21.7% | +12.9% | -34.6% | -28.8% |
| 3Y | +40.9% | -32.2% | +73.1% | +43.2% |
| 5Y | +91.0% | -68.4% | +159.4% | +170.7% |
| 10Y | +213.2% | +28.3% | +184.9% | +129.4% |
| All | +790.5% | +500.4% | +290.1% | +181.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling