+39.5%
BKNG vs EW
+14.0%
+25.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.5% | +0.5% |
| 7D | -10.0% | -6.2% | -3.9% | -8.4% |
| 30D | -18.1% | -9.3% | -8.7% | -15.9% |
| 3M | +6.3% | -1.6% | +7.9% | +6.8% |
| 6M | +0.8% | -0.8% | +1.7% | +1.0% |
| YTD | -18.4% | -1.0% | -17.4% | -18.4% |
| 1Y | -20.4% | +8.2% | -28.5% | -22.0% |
| 3Y | +39.5% | +12.7% | +26.8% | +31.7% |
| All | +39.5% | +14.0% | +25.5% | +31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling