+91.7%
BKNG vs EW
-28.6%
+120.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | -10.7% | -3.4% | -7.3% | -9.7% |
| 30D | -18.1% | -7.4% | -10.7% | -16.1% |
| 3M | +8.5% | +0.9% | +7.6% | +8.3% |
| 6M | -0.1% | +1.2% | -1.2% | -0.5% |
| YTD | -18.2% | +1.8% | -20.0% | -18.9% |
| 1Y | -19.9% | +10.8% | -30.7% | -22.6% |
| 3Y | +41.6% | +17.1% | +24.5% | +28.7% |
| All | +91.7% | -28.6% | +120.3% | +100.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling