+91.7%
BKNG vs EMB
+6.4%
+85.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +1.5% |
| 7D | -10.7% | -1.1% | -9.6% | -9.4% |
| 30D | -18.1% | -1.1% | -17.0% | -17.0% |
| 3M | +8.5% | -0.8% | +9.3% | +9.8% |
| 6M | -0.1% | -0.1% | 0.0% | +0.3% |
| YTD | -18.2% | +0.4% | -18.7% | -18.5% |
| 1Y | -19.9% | +3.3% | -23.1% | -22.6% |
| 3Y | +41.6% | +29.0% | +12.6% | +4.4% |
| All | +91.7% | +6.4% | +85.2% | +90.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling