+790.5%
BKNG vs ETR
+2,053.2%
-1,262.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.3% | -2.6% | -3.5% |
| 7D | -13.1% | +0.4% | -13.5% | -13.2% |
| 30D | -18.5% | +2.0% | -20.6% | -19.0% |
| 3M | +5.8% | -1.7% | +7.4% | +6.0% |
| 6M | -2.1% | +3.6% | -5.7% | -3.7% |
| YTD | -18.6% | +18.0% | -36.7% | -23.0% |
| 1Y | -21.7% | +26.2% | -47.9% | -27.4% |
| 3Y | +40.9% | +148.0% | -107.1% | +6.9% |
| 5Y | +91.0% | +126.1% | -35.1% | +47.3% |
| 10Y | +213.2% | +302.3% | -89.1% | +108.3% |
| All | +790.5% | +2,053.2% | -1,262.8% | +1,040.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling