+46.5%
BKNG vs EXPD
+66.3%
-19.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.5% | -5.2% | -6.4% |
| 7D | -7.9% | -0.9% | -6.9% | -7.6% |
| 30D | -15.9% | +4.1% | -20.0% | -16.7% |
| 3M | +11.1% | +13.8% | -2.7% | +7.3% |
| 6M | -0.7% | +27.3% | -28.0% | -7.1% |
| YTD | -15.4% | +25.4% | -40.9% | -20.8% |
| 1Y | -18.5% | +54.4% | -72.9% | -28.5% |
| 3Y | +46.5% | +67.9% | -21.4% | +21.8% |
| All | +46.5% | +66.3% | -19.8% | +21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling