+91.7%
BKNG vs NTR
+46.2%
+45.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +0.8% |
| 7D | -10.7% | -2.5% | -8.2% | -10.4% |
| 30D | -18.1% | +17.0% | -35.1% | -19.9% |
| 3M | +8.5% | +22.2% | -13.7% | +5.3% |
| 6M | -0.1% | +5.2% | -5.2% | -1.3% |
| YTD | -18.2% | +29.7% | -47.9% | -22.5% |
| 1Y | -19.9% | +39.4% | -59.3% | -25.3% |
| 3Y | +41.6% | +38.2% | +3.4% | +30.4% |
| All | +91.7% | +46.2% | +45.4% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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