+203.6%
BKNG vs ELF
+299.0%
-95.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.3% | +4.8% | +1.2% |
| 7D | -10.7% | -10.8% | +0.2% | -8.9% |
| 30D | -18.1% | +0.8% | -18.9% | -18.3% |
| 3M | +8.5% | +64.8% | -56.2% | -0.6% |
| 6M | -0.1% | +19.0% | -19.0% | -3.9% |
| YTD | -18.2% | +25.9% | -44.2% | -22.4% |
| 1Y | -19.9% | -28.8% | +8.9% | -18.2% |
| 3Y | +41.6% | -29.6% | +71.2% | +33.8% |
| 5Y | +93.1% | +216.2% | -123.1% | +28.6% |
| All | +203.6% | +299.0% | -95.4% | +74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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