-12.8%
BKNG vs VMC
-8.5%
-4.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.9% | -1.2% |
| 7D | -6.0% | -4.3% | -1.7% | -4.8% |
| 30D | -6.6% | -8.2% | +1.6% | -4.3% |
| 3M | +15.7% | -7.0% | +22.7% | +18.4% |
| 6M | +14.1% | -10.8% | +24.9% | +15.8% |
| YTD | -9.3% | -7.4% | -1.9% | -10.1% |
| 1Y | -12.8% | -9.5% | -3.3% | -11.5% |
| All | -12.8% | -8.5% | -4.2% | -11.5% |
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