-13.6%
BKNG vs ESI
+27.8%
-41.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -4.6% | +14.5% | +9.7% |
| 7D | +15.6% | -6.6% | +22.1% | +15.4% |
| 30D | +8.0% | -10.9% | +18.9% | +7.9% |
| 3M | -11.8% | -13.8% | +2.0% | -11.7% |
| 6M | +3.8% | -21.5% | +25.3% | +3.5% |
| YTD | -19.6% | +34.7% | -54.3% | -31.3% |
| 1Y | -13.6% | +24.9% | -38.5% | -24.1% |
| All | -13.6% | +27.8% | -41.4% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling