+91.7%
BKNG vs VIG
+61.9%
+29.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +1.1% |
| 7D | -10.7% | -2.2% | -8.4% | -8.1% |
| 30D | -18.1% | -3.2% | -14.9% | -14.7% |
| 3M | +8.5% | +3.0% | +5.5% | +4.9% |
| 6M | -0.1% | +8.1% | -8.2% | -8.9% |
| YTD | -18.2% | +9.1% | -27.3% | -26.2% |
| 1Y | -19.9% | +12.6% | -32.4% | -30.4% |
| 3Y | +41.6% | +55.4% | -13.8% | -17.8% |
| All | +91.7% | +61.9% | +29.8% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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