+825.7%
BKNG vs EXC
+613.5%
+212.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.7% | -7.4% | -6.9% |
| 7D | -7.9% | +1.2% | -9.1% | -8.2% |
| 30D | -15.9% | -2.7% | -13.2% | -15.2% |
| 3M | +11.1% | -1.0% | +12.1% | +11.3% |
| 6M | -0.7% | -9.3% | +8.6% | +2.1% |
| YTD | -15.4% | +3.6% | -19.1% | -16.9% |
| 1Y | -18.5% | +5.9% | -24.4% | -20.7% |
| 3Y | +46.5% | +21.3% | +25.2% | +33.9% |
| 5Y | +98.8% | +46.2% | +52.6% | +68.8% |
| 10Y | +218.4% | +151.5% | +66.9% | +124.0% |
| All | +825.7% | +613.5% | +212.2% | +524.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling