+93.1%
BKNG vs EXC
+44.3%
+48.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | -10.7% | -1.6% | -9.0% | -10.5% |
| 30D | -18.1% | -2.4% | -15.7% | -17.8% |
| 3M | +8.5% | -4.0% | +12.5% | +9.1% |
| 6M | -0.1% | -9.8% | +9.7% | +1.3% |
| YTD | -18.2% | +2.3% | -20.5% | -18.7% |
| 1Y | -19.9% | +3.8% | -23.7% | -20.6% |
| 3Y | +41.6% | +19.7% | +21.9% | +35.7% |
| 5Y | +93.1% | +45.6% | +47.5% | +76.5% |
| All | +93.1% | +44.3% | +48.8% | +76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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