+195.7%
BKNG vs VST
+1,191.1%
-995.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.4% | -3.7% |
| 7D | -13.1% | +5.3% | -18.4% | -14.0% |
| 30D | -18.5% | +5.8% | -24.3% | -19.5% |
| 3M | +5.8% | +3.5% | +2.3% | +4.1% |
| 6M | -2.1% | -7.4% | +5.3% | -2.1% |
| YTD | -18.6% | -6.1% | -12.6% | -19.4% |
| 1Y | -21.7% | -21.6% | 0.0% | -20.2% |
| 3Y | +40.9% | +357.2% | -316.3% | -19.6% |
| 5Y | +91.0% | +777.0% | -686.1% | -11.8% |
| All | +195.7% | +1,191.1% | -995.4% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 10y: compounded portfolio wealth divided by compounded VST 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…
10y analysis · Full analysis span regression · 6 months rolling