+93.1%
BKNG vs U
-68.9%
+162.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.7% |
| 7D | -10.7% | 0.0% | -10.6% | -10.7% |
| 30D | -18.1% | -4.1% | -14.0% | -17.6% |
| 3M | +8.5% | +57.8% | -49.3% | +1.1% |
| 6M | -0.1% | +103.5% | -103.6% | -10.8% |
| YTD | -18.2% | -4.8% | -13.5% | -19.8% |
| 1Y | -19.9% | -2.4% | -17.5% | -22.4% |
| 3Y | +41.6% | +11.7% | +30.0% | +27.1% |
| 5Y | +93.1% | -68.9% | +162.0% | +90.8% |
| All | +93.1% | -68.9% | +162.0% | +90.8% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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