+209.9%
BKNG vs EW
+126.7%
+83.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | -10.7% | -3.4% | -7.3% | -9.5% |
| 30D | -18.1% | -7.4% | -10.7% | -15.8% |
| 3M | +8.5% | +0.9% | +7.6% | +8.2% |
| 6M | -0.1% | +1.2% | -1.2% | -0.6% |
| YTD | -18.2% | +1.8% | -20.0% | -19.0% |
| 1Y | -19.9% | +10.8% | -30.7% | -23.0% |
| 3Y | +41.6% | +17.1% | +24.5% | +27.4% |
| 5Y | +93.1% | -28.2% | +121.3% | +103.4% |
| All | +209.9% | +126.7% | +83.2% | +126.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling