+91.7%
BKNG vs VO
+41.0%
+50.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +1.5% |
| 7D | -10.7% | -2.5% | -8.2% | -8.2% |
| 30D | -18.1% | -3.2% | -14.9% | -15.2% |
| 3M | +8.5% | +3.9% | +4.6% | +4.2% |
| 6M | -0.1% | +9.6% | -9.7% | -9.5% |
| YTD | -18.2% | +11.6% | -29.8% | -27.3% |
| 1Y | -19.9% | +12.6% | -32.5% | -29.5% |
| 3Y | +41.6% | +55.4% | -13.8% | -12.4% |
| All | +91.7% | +41.0% | +50.6% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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