-13.6%
BKNG vs EW
+19.7%
-33.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +4.4% | +5.4% | +7.6% |
| 7D | +15.6% | +8.3% | +7.3% | +11.4% |
| 30D | +8.0% | +13.9% | -5.9% | +1.7% |
| 3M | -11.8% | +10.9% | -22.7% | -15.8% |
| 6M | +3.8% | +19.2% | -15.5% | -4.2% |
| YTD | -19.6% | +16.6% | -36.2% | -25.2% |
| 1Y | -13.6% | +18.1% | -31.7% | -20.1% |
| All | -13.6% | +19.7% | -33.2% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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