+795.1%
BKNG vs ETN
+6,190.0%
-5,394.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.3% |
| 7D | -10.7% | +3.0% | -13.7% | -12.2% |
| 30D | -18.1% | -10.9% | -7.2% | -13.4% |
| 3M | +8.5% | +9.2% | -0.7% | +0.2% |
| 6M | -0.1% | +13.9% | -14.0% | -11.7% |
| YTD | -18.2% | +29.5% | -47.8% | -33.3% |
| 1Y | -19.9% | +14.2% | -34.1% | -30.6% |
| 3Y | +41.6% | +79.9% | -38.3% | -10.1% |
| 5Y | +93.1% | +175.7% | -82.6% | -5.7% |
| 10Y | +214.8% | +693.2% | -478.4% | -20.3% |
| All | +795.1% | +6,190.0% | -5,394.9% | +42.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling