+209.9%
BKNG vs ELV
+280.2%
-70.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -9.8% | +3.2% | -13.0% | -10.6% |
| 30D | -17.9% | +5.4% | -23.2% | -19.1% |
| 3M | +6.6% | +5.4% | +1.2% | +4.4% |
| 6M | +1.1% | +45.7% | -44.6% | -10.3% |
| YTD | -18.2% | +21.2% | -39.4% | -24.1% |
| 1Y | -20.2% | +35.6% | -55.8% | -28.8% |
| 3Y | +39.9% | -2.0% | +41.9% | +33.9% |
| 5Y | +93.1% | +26.0% | +67.1% | +62.9% |
| All | +209.9% | +280.2% | -70.3% | +95.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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