+209.9%
BKNG vs ET
+179.3%
+30.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -10.7% | +1.4% | -12.0% | -11.0% |
| 30D | -18.1% | +4.6% | -22.7% | -19.2% |
| 3M | +8.5% | +16.0% | -7.5% | +3.6% |
| 6M | -0.1% | +22.8% | -22.9% | -6.5% |
| YTD | -18.2% | +38.9% | -57.1% | -26.5% |
| 1Y | -19.9% | +34.1% | -53.9% | -27.3% |
| 3Y | +41.6% | +98.8% | -57.2% | +12.9% |
| 5Y | +93.1% | +246.8% | -153.7% | +30.5% |
| All | +209.9% | +179.3% | +30.6% | +103.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling