+311.7%
BKNG vs ESI
+222.6%
+89.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.2% | -2.6% | -3.5% |
| 7D | -13.1% | +3.9% | -17.0% | -14.1% |
| 30D | -18.5% | -3.8% | -14.8% | -17.9% |
| 3M | +5.8% | -13.1% | +18.9% | +8.4% |
| 6M | -2.1% | +11.3% | -13.5% | -8.0% |
| YTD | -18.6% | +44.1% | -62.7% | -30.1% |
| 1Y | -21.7% | +40.3% | -62.0% | -32.4% |
| 3Y | +40.9% | +84.1% | -43.2% | +9.5% |
| 5Y | +91.0% | +75.8% | +15.2% | +49.5% |
| 10Y | +213.2% | +320.7% | -107.6% | +90.2% |
| All | +311.7% | +222.6% | +89.1% | +165.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling