+1,776.5%
BKNG vs EWZ
+440.8%
+1,335.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.7% | +0.2% |
| 7D | -10.0% | +0.9% | -10.9% | -10.4% |
| 30D | -18.1% | +12.8% | -30.9% | -22.4% |
| 3M | +6.3% | +10.8% | -4.4% | +1.2% |
| 6M | +0.8% | +2.5% | -1.7% | -1.1% |
| YTD | -18.4% | +21.4% | -39.8% | -26.2% |
| 1Y | -20.4% | +32.8% | -53.2% | -31.0% |
| 3Y | +39.5% | +45.2% | -5.7% | +13.8% |
| 5Y | +92.7% | +63.0% | +29.7% | +44.6% |
| 10Y | +214.1% | +93.2% | +120.9% | +93.0% |
| All | +1,776.5% | +440.8% | +1,335.8% | +350.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling