+16,236.9%
BKNG vs ELV
+2,514.3%
+13,722.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.5% | -5.2% | -1.5% |
| 7D | -10.0% | +2.8% | -12.8% | -10.8% |
| 30D | -18.1% | +4.9% | -23.0% | -19.4% |
| 3M | +6.3% | +4.9% | +1.4% | +4.1% |
| 6M | +0.8% | +45.1% | -44.2% | -11.5% |
| YTD | -18.4% | +20.7% | -39.1% | -24.8% |
| 1Y | -20.4% | +35.0% | -55.4% | -29.6% |
| 3Y | +39.5% | -2.4% | +41.9% | +32.7% |
| 5Y | +92.7% | +25.5% | +67.2% | +64.0% |
| 10Y | +214.1% | +277.1% | -63.0% | +73.6% |
| All | +16,236.9% | +2,514.3% | +13,722.6% | +4,575.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling