+209.9%
BKNG vs EXPD
+324.8%
-114.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | -10.7% | +1.2% | -11.8% | -11.1% |
| 30D | -18.1% | +6.8% | -24.9% | -20.3% |
| 3M | +8.5% | +14.9% | -6.4% | +2.3% |
| 6M | -0.1% | +34.6% | -34.7% | -11.9% |
| YTD | -18.2% | +27.7% | -45.9% | -26.9% |
| 1Y | -19.9% | +57.7% | -77.5% | -34.9% |
| 3Y | +41.6% | +70.9% | -29.3% | +8.7% |
| 5Y | +93.1% | +59.5% | +33.6% | +48.2% |
| All | +209.9% | +324.8% | -114.9% | +78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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