+69.8%
BKNG vs ES
+6.6%
+63.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.1% |
| 7D | -0.7% | +2.7% | -3.4% | -1.1% |
| 30D | -0.7% | +7.6% | -8.3% | -1.6% |
| 3M | -25.0% | +0.5% | -25.5% | -25.1% |
| 6M | +3.4% | +7.6% | -4.2% | +2.6% |
| YTD | -25.0% | +10.2% | -35.2% | -26.0% |
| 1Y | -20.7% | +1.8% | -22.5% | -21.1% |
| 3Y | +30.9% | +55.4% | -24.4% | +19.2% |
| All | +69.8% | +6.6% | +63.3% | +66.6% |
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