+44.8%
BKNG vs NVD
-99.1%
+143.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.5% | -3.9% | +0.9% |
| 7D | -10.7% | +9.0% | -19.7% | -9.9% |
| 30D | -18.1% | -5.5% | -12.6% | -18.3% |
| 3M | +8.5% | -24.6% | +33.1% | +6.4% |
| 6M | -0.1% | -42.1% | +42.0% | -3.8% |
| YTD | -18.2% | -44.3% | +26.1% | -21.2% |
| 1Y | -19.9% | -54.2% | +34.3% | -23.8% |
| 3Y | +41.6% | -99.1% | +140.7% | -12.1% |
| All | +44.8% | -99.1% | +143.9% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 all: compounded portfolio wealth divided by compounded NVD 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…
all analysis · Full analysis span regression · 6 months rolling