+1,674.1%
BKNG vs EWT
+573.9%
+1,100.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.1% | +2.1% |
| 7D | -10.7% | -1.1% | -9.6% | -10.1% |
| 30D | -18.1% | +4.8% | -22.9% | -20.7% |
| 3M | +8.5% | +11.1% | -2.6% | -0.8% |
| 6M | -0.1% | +54.6% | -54.7% | -27.2% |
| YTD | -18.2% | +71.4% | -89.7% | -44.5% |
| 1Y | -19.9% | +82.1% | -102.0% | -47.9% |
| 3Y | +41.6% | +193.2% | -151.6% | -34.0% |
| 5Y | +93.1% | +146.1% | -53.0% | +1.8% |
| 10Y | +214.8% | +505.0% | -290.2% | -5.9% |
| All | +1,674.1% | +573.9% | +1,100.2% | +249.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling