+790.5%
BKNG vs VFC
+134.0%
+656.5%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.2% | -1.6% | -3.1% |
| 7D | -13.1% | -2.3% | -10.8% | -12.4% |
| 30D | -18.5% | -13.4% | -5.2% | -14.5% |
| 3M | +5.8% | -23.7% | +29.5% | +14.7% |
| 6M | -2.1% | -24.5% | +22.3% | +6.0% |
| YTD | -18.6% | -27.8% | +9.2% | -11.0% |
| 1Y | -21.7% | -13.5% | -8.2% | -20.6% |
| 3Y | +40.9% | -27.1% | +68.0% | +26.6% |
| 5Y | +91.0% | -79.0% | +170.0% | +179.2% |
| 10Y | +213.2% | -68.7% | +281.9% | +268.9% |
| All | +790.5% | +134.0% | +656.5% | +332.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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