-13.6%
BKNG vs EWT
+54.0%
-67.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.2% | +11.0% | +9.9% |
| 7D | +15.6% | -10.9% | +26.5% | +16.3% |
| 30D | +8.0% | -17.7% | +25.7% | +9.5% |
| 3M | -11.8% | -5.0% | -6.8% | -11.9% |
| 6M | +3.8% | +7.4% | -3.6% | -1.8% |
| YTD | -19.6% | +52.8% | -72.4% | -36.7% |
| 1Y | -13.6% | +55.2% | -68.8% | -32.9% |
| All | -13.6% | +54.0% | -67.6% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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