+209.9%
BKNG vs TER
+1,841.7%
-1,631.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +4.0% | +1.4% |
| 7D | -10.7% | +9.4% | -20.0% | -12.7% |
| 30D | -18.1% | -2.4% | -15.7% | -18.3% |
| 3M | +8.5% | +6.5% | +2.0% | +2.2% |
| 6M | -0.1% | +23.2% | -23.2% | -12.7% |
| YTD | -18.2% | +91.5% | -109.7% | -39.1% |
| 1Y | -19.9% | +214.8% | -234.7% | -50.4% |
| 3Y | +41.6% | +275.3% | -233.7% | -23.3% |
| 5Y | +93.1% | +211.9% | -118.8% | +6.3% |
| All | +209.9% | +1,841.7% | -1,631.8% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 10y: compounded portfolio wealth divided by compounded TER 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…
10y analysis · Full analysis span regression · 6 months rolling