-13.6%
BKNG vs VMC
+3.7%
-17.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +4.6% | +5.2% | +8.0% |
| 7D | +15.6% | +12.3% | +3.2% | +10.9% |
| 30D | +8.0% | +21.2% | -13.2% | +0.9% |
| 3M | -11.8% | +4.6% | -16.4% | -13.7% |
| 6M | +3.8% | +3.9% | -0.1% | +1.4% |
| YTD | -19.6% | +5.0% | -24.6% | -24.3% |
| 1Y | -13.6% | +2.6% | -16.2% | -18.0% |
| All | -13.6% | +3.7% | -17.3% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling