-12.8%
BKNG vs ESI
+44.5%
-57.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.9% | -3.9% | -1.0% |
| 7D | -6.0% | +3.3% | -9.3% | -6.1% |
| 30D | -6.6% | -5.9% | -0.8% | -6.4% |
| 3M | +15.7% | -14.1% | +29.8% | +15.8% |
| 6M | +14.1% | +6.6% | +7.6% | +9.1% |
| YTD | -9.3% | +45.0% | -54.4% | -19.8% |
| 1Y | -12.8% | +41.5% | -54.2% | -22.9% |
| All | -12.8% | +44.5% | -57.3% | -22.9% |
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