-20.2%
BKNG vs ITOT
+16.9%
-37.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.2% | +1.1% |
| 7D | -10.7% | -2.0% | -8.6% | -9.1% |
| 30D | -18.1% | -2.0% | -16.2% | -16.7% |
| 3M | +8.5% | +4.5% | +4.0% | +4.4% |
| 6M | -0.1% | +12.6% | -12.7% | -11.4% |
| YTD | -18.2% | +12.0% | -30.2% | -26.6% |
| All | -20.2% | +16.9% | -37.1% | -29.2% |
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