+81.8%
BKNG vs NXT
+171.8%
-90.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.6% | -0.2% | -3.6% |
| 7D | -13.1% | -0.2% | -12.9% | -13.1% |
| 30D | -18.5% | -20.0% | +1.4% | -17.5% |
| 3M | +5.8% | -30.9% | +36.7% | +7.8% |
| 6M | -2.1% | -23.8% | +21.7% | -1.8% |
| YTD | -18.6% | -5.4% | -13.2% | -20.1% |
| 1Y | -21.7% | +28.0% | -49.7% | -25.8% |
| 3Y | +40.9% | +93.3% | -52.4% | +21.9% |
| All | +81.8% | +171.8% | -90.0% | +50.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling