+55.8%
BKNG vs USB
+21.6%
+34.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.5% | -4.3% | -4.6% |
| 7D | +8.5% | 0.0% | +8.5% | +8.6% |
| 30D | +3.1% | +5.8% | -2.8% | +0.8% |
| 3M | -22.3% | -6.0% | -16.4% | -20.3% |
| 6M | -4.1% | +7.8% | -11.8% | -7.0% |
| YTD | -24.5% | +14.6% | -39.0% | -28.7% |
| 1Y | -17.3% | +31.8% | -49.0% | -26.3% |
| 3Y | +38.4% | +91.5% | -53.1% | +3.8% |
| All | +55.8% | +21.6% | +34.2% | +52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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