+39.8%
BKNG vs NXT
+87.2%
-47.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.8% | +0.6% |
| 7D | -10.7% | -2.6% | -8.1% | -10.5% |
| 30D | -18.1% | -22.4% | +4.3% | -17.0% |
| 3M | +8.5% | -27.3% | +35.9% | +10.1% |
| 6M | -0.1% | -28.5% | +28.4% | +0.7% |
| YTD | -18.2% | -6.6% | -11.6% | -19.7% |
| 1Y | -19.9% | +20.4% | -40.2% | -23.6% |
| All | +39.8% | +87.2% | -47.3% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 3y: compounded portfolio wealth divided by compounded NXT 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…
3y analysis · Full analysis span regression · 6 months rolling