-13.6%
BKNG vs ET
+24.7%
-38.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -3.5% | +13.3% | +7.7% |
| 7D | +15.6% | -6.0% | +21.6% | +11.8% |
| 30D | +8.0% | -6.1% | +14.1% | +4.8% |
| 3M | -11.8% | -2.7% | -9.1% | -12.5% |
| 6M | +3.8% | +0.2% | +3.5% | +4.7% |
| YTD | -19.6% | +24.3% | -44.0% | -11.8% |
| 1Y | -13.6% | +26.4% | -40.0% | -4.4% |
| All | -13.6% | +24.7% | -38.3% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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