+209.9%
BKNG vs EME
+1,301.6%
-1,091.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.8% |
| 7D | -10.7% | +0.9% | -11.6% | -11.0% |
| 30D | -18.1% | -8.4% | -9.7% | -15.9% |
| 3M | +8.5% | -3.6% | +12.1% | +7.4% |
| 6M | -0.1% | +3.6% | -3.6% | -4.9% |
| YTD | -18.2% | +22.5% | -40.7% | -28.3% |
| 1Y | -19.9% | +18.2% | -38.1% | -30.3% |
| 3Y | +41.6% | +238.4% | -196.8% | -29.3% |
| 5Y | +93.1% | +550.5% | -457.4% | -31.8% |
| All | +209.9% | +1,301.6% | -1,091.7% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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