+64.9%
BKNG vs NET
+13.2%
+51.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -8.3% | +7.0% | 0.0% |
| 7D | +12.2% | -21.2% | +33.4% | +16.2% |
| 30D | +7.0% | -31.1% | +38.2% | +12.9% |
| 3M | -18.3% | -16.5% | -1.8% | -17.1% |
| 6M | +1.1% | 0.0% | +1.1% | -1.7% |
| YTD | -20.7% | +24.0% | -44.7% | -26.6% |
| 1Y | -13.3% | +7.0% | -20.3% | -17.9% |
| 3Y | +51.0% | +279.6% | -228.5% | +10.4% |
| 5Y | +64.9% | +24.0% | +40.9% | +21.0% |
| All | +64.9% | +13.2% | +51.7% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 5y: compounded portfolio wealth divided by compounded NET 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…
5y analysis · Full analysis span regression · 6 months rolling