-7.4%
BKNG vs VG
-34.8%
+27.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.5% |
| 7D | -10.7% | +7.0% | -17.7% | -10.7% |
| 30D | -18.1% | +17.2% | -35.4% | -18.1% |
| 3M | +8.5% | +16.8% | -8.3% | +8.4% |
| 6M | -0.1% | +36.3% | -36.4% | -1.8% |
| YTD | -18.2% | +127.9% | -146.1% | -22.7% |
| 1Y | -19.9% | +11.7% | -31.6% | -19.9% |
| All | -7.4% | -34.8% | +27.4% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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