+91.7%
BKNG vs ETR
+123.2%
-31.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.9% | +0.8% |
| 7D | -10.7% | -1.9% | -8.8% | -10.4% |
| 30D | -18.1% | -0.2% | -17.9% | -18.1% |
| 3M | +8.5% | -3.7% | +12.3% | +9.1% |
| 6M | -0.1% | +2.1% | -2.1% | -1.1% |
| YTD | -18.2% | +16.5% | -34.7% | -21.8% |
| 1Y | -19.9% | +22.5% | -42.4% | -24.4% |
| 3Y | +41.6% | +144.7% | -103.1% | +13.0% |
| All | +91.7% | +123.2% | -31.5% | +51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 5y: compounded portfolio wealth divided by compounded ETR 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…
5y analysis · Full analysis span regression · 6 months rolling