-20.2%
BKNG vs EMB
+3.1%
-23.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +2.0% |
| 7D | -10.7% | -1.1% | -9.6% | -8.8% |
| 30D | -18.1% | -1.1% | -17.0% | -16.4% |
| 3M | +8.5% | -0.8% | +9.3% | +10.6% |
| 6M | -0.1% | -0.1% | 0.0% | +0.9% |
| YTD | -18.2% | +0.4% | -18.7% | -19.2% |
| All | -20.2% | +3.1% | -23.3% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 1y: compounded portfolio wealth divided by compounded EMB 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…
1y analysis · Full analysis span regression · 6 months rolling