+795.1%
BKNG vs EME
+19,002.4%
-18,207.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -15.8% |
| 3M | +8.5% | -3.6% | +12.1% | +7.2% |
| 6M | -0.1% | +3.6% | -3.6% | -4.9% |
| YTD | -18.2% | +22.5% | -40.7% | -27.9% |
| 1Y | -19.9% | +18.2% | -38.1% | -29.7% |
| 3Y | +41.6% | +238.4% | -196.8% | -22.5% |
| 5Y | +93.1% | +550.5% | -457.4% | -19.7% |
| 10Y | +214.8% | +1,295.3% | -1,080.5% | -7.6% |
| All | +795.1% | +19,002.4% | -18,207.3% | +16.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling