+107.8%
BKNG vs EXE
+188.3%
-80.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.3% | +0.5% |
| 7D | -10.7% | -2.2% | -8.5% | -10.3% |
| 30D | -18.1% | -0.8% | -17.3% | -18.0% |
| 3M | +8.5% | +10.0% | -1.5% | +6.6% |
| 6M | -0.1% | -6.3% | +6.3% | +0.6% |
| YTD | -18.2% | -10.7% | -7.6% | -17.1% |
| 1Y | -19.9% | +2.7% | -22.5% | -21.3% |
| 3Y | +41.6% | +19.1% | +22.5% | +33.9% |
| 5Y | +93.1% | +105.4% | -12.3% | +62.8% |
| All | +107.8% | +188.3% | -80.5% | +61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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