-13.3%
BKNG vs ITOT
+9.8%
-23.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.4% | +3.1% | +2.3% |
| 7D | +12.2% | -4.8% | +16.9% | +16.7% |
| 30D | +7.0% | -5.9% | +12.9% | +12.4% |
| 3M | -18.3% | -4.9% | -13.4% | -14.9% |
| 6M | +1.1% | +1.4% | -0.3% | -1.6% |
| YTD | -20.7% | +8.4% | -29.0% | -27.9% |
| 1Y | -13.3% | +9.3% | -22.7% | -22.2% |
| All | -13.3% | +9.8% | -23.1% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 1y: compounded portfolio wealth divided by compounded ITOT 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…
1y analysis · Full analysis span regression · 6 months rolling