+892.4%
BKNG vs EXPD
+3,698.4%
-2,805.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.3% |
| 7D | -6.0% | -1.1% | -4.9% | -5.5% |
| 30D | -6.6% | +4.1% | -10.7% | -8.4% |
| 3M | +15.7% | +17.9% | -2.2% | +7.1% |
| 6M | +14.1% | +29.2% | -15.1% | +1.0% |
| YTD | -9.3% | +27.4% | -36.7% | -19.9% |
| 1Y | -12.8% | +56.8% | -69.6% | -30.2% |
| 3Y | +58.4% | +68.0% | -9.6% | +20.6% |
| 5Y | +114.1% | +61.9% | +52.3% | +61.8% |
| 10Y | +246.8% | +316.0% | -69.2% | +66.3% |
| All | +892.4% | +3,698.4% | -2,805.9% | +177.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling