+106.7%
BKNG vs EXE
+187.5%
-80.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.6% | -2.2% | -3.6% |
| 7D | -13.1% | -2.7% | -10.4% | -12.7% |
| 30D | -18.5% | -0.4% | -18.2% | -18.5% |
| 3M | +5.8% | +9.5% | -3.7% | +4.0% |
| 6M | -2.1% | -9.3% | +7.2% | -0.9% |
| YTD | -18.6% | -10.9% | -7.7% | -17.5% |
| 1Y | -21.7% | +4.3% | -26.0% | -23.3% |
| 3Y | +40.9% | +18.8% | +22.1% | +33.2% |
| 5Y | +91.0% | +101.4% | -10.4% | +61.7% |
| All | +106.7% | +187.5% | -80.8% | +60.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling