+91.7%
BKNG vs VMC
+45.8%
+45.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -10.7% | -3.7% | -7.0% | -8.9% |
| 30D | -18.1% | -12.8% | -5.3% | -12.4% |
| 3M | +8.5% | -7.9% | +16.4% | +13.0% |
| 6M | -0.1% | -7.5% | +7.5% | +3.5% |
| YTD | -18.2% | -11.6% | -6.6% | -14.7% |
| 1Y | -19.9% | -14.3% | -5.6% | -15.3% |
| 3Y | +41.6% | +18.5% | +23.1% | +20.8% |
| All | +91.7% | +45.8% | +45.9% | +42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling