+3,771.5%
BKNG vs EMB
+131.4%
+3,640.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.2% | -3.6% | -3.7% |
| 7D | -13.1% | 0.0% | -13.1% | -13.1% |
| 30D | -18.5% | -0.3% | -18.3% | -18.3% |
| 3M | +5.8% | -0.3% | +6.0% | +6.1% |
| 6M | -2.1% | +0.7% | -2.9% | -2.5% |
| YTD | -18.6% | +1.3% | -19.9% | -19.3% |
| 1Y | -21.7% | +4.7% | -26.4% | -24.2% |
| 3Y | +40.9% | +30.1% | +10.8% | +15.9% |
| 5Y | +91.0% | +6.9% | +84.1% | +80.1% |
| 10Y | +213.2% | +30.7% | +182.4% | +168.4% |
| All | +3,771.5% | +131.4% | +3,640.1% | +2,628.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling