+92.1%
BKNG vs ES
-4.2%
+96.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.5% | -2.3% | -3.6% |
| 7D | -13.1% | 0.0% | -13.1% | -13.1% |
| 30D | -18.5% | -1.0% | -17.5% | -18.4% |
| 3M | +5.8% | +1.5% | +4.3% | +5.6% |
| 6M | -2.1% | -3.5% | +1.4% | -1.7% |
| YTD | -18.6% | +7.0% | -25.6% | -19.4% |
| 1Y | -21.7% | +15.3% | -37.0% | -23.4% |
| 3Y | +40.9% | +30.2% | +10.7% | +33.6% |
| All | +92.1% | -4.2% | +96.3% | +95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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