-13.6%
BKNG vs ETN
-1.0%
-12.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -9.9% | +19.7% | +8.4% |
| 7D | +15.6% | -10.1% | +25.7% | +14.0% |
| 30D | +8.0% | -18.4% | +26.4% | +5.7% |
| 3M | -11.8% | -20.4% | +8.6% | -13.6% |
| 6M | +3.8% | -16.0% | +19.7% | +2.4% |
| YTD | -19.6% | +11.8% | -31.4% | -23.8% |
| 1Y | -13.6% | -5.5% | -8.1% | -15.7% |
| All | -13.6% | -1.0% | -12.6% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 ETN 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