+39.8%
BKNG vs VRSK
-26.6%
+66.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.9% |
| 7D | -10.7% | -7.7% | -2.9% | -8.3% |
| 30D | -18.1% | -2.8% | -15.3% | -17.4% |
| 3M | +8.5% | -3.7% | +12.2% | +9.7% |
| 6M | -0.1% | -12.8% | +12.7% | +3.5% |
| YTD | -18.2% | -21.0% | +2.7% | -13.4% |
| 1Y | -19.9% | -32.5% | +12.6% | -11.8% |
| All | +39.8% | -26.6% | +66.4% | +51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 3y: compounded portfolio wealth divided by compounded VRSK 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…
3y analysis · Full analysis span regression · 6 months rolling