+209.9%
BKNG vs EWZ
+96.6%
+113.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | 0.0% |
| 7D | -10.7% | +1.1% | -11.8% | -11.1% |
| 30D | -18.1% | +13.5% | -31.6% | -21.9% |
| 3M | +8.5% | +15.2% | -6.7% | +2.6% |
| 6M | -0.1% | +3.7% | -3.8% | -2.1% |
| YTD | -18.2% | +22.5% | -40.8% | -25.1% |
| 1Y | -19.9% | +35.3% | -55.1% | -29.6% |
| 3Y | +41.6% | +50.2% | -8.6% | +17.3% |
| 5Y | +93.1% | +64.6% | +28.5% | +50.3% |
| All | +209.9% | +96.6% | +113.3% | +114.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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