+91.7%
BKNG vs NTRS
+91.2%
+0.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.8% | -0.1% |
| 7D | -10.7% | +0.3% | -11.0% | -10.8% |
| 30D | -18.1% | +0.2% | -18.3% | -18.2% |
| 3M | +8.5% | +13.2% | -4.7% | +2.6% |
| 6M | -0.1% | +36.9% | -37.0% | -13.3% |
| YTD | -18.2% | +39.1% | -57.3% | -29.7% |
| 1Y | -19.9% | +50.4% | -70.3% | -33.5% |
| 3Y | +41.6% | +166.8% | -125.2% | -11.1% |
| All | +91.7% | +91.2% | +0.5% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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