-13.6%
BKNG vs NEM
+50.9%
-64.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +9.9% | -0.1% | +8.8% |
| 7D | +15.6% | +3.7% | +11.9% | +14.9% |
| 30D | +8.0% | +2.0% | +6.0% | +7.4% |
| 3M | -11.8% | +21.1% | -32.9% | -13.1% |
| 6M | +3.8% | +9.5% | -5.7% | +2.4% |
| YTD | -19.6% | +19.1% | -38.7% | -22.1% |
| 1Y | -13.6% | +51.1% | -64.7% | -21.0% |
| All | -13.6% | +50.9% | -64.5% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 NEM 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