+177.0%
BKNG vs VST
+1,153.0%
-976.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.5% |
| 7D | -4.5% | +19.2% | -23.6% | -7.6% |
| 30D | +2.3% | -17.2% | +19.5% | +5.1% |
| 3M | -23.9% | -8.1% | -15.7% | -23.8% |
| 6M | +0.9% | -8.1% | +9.0% | +0.1% |
| YTD | -24.2% | -16.3% | -7.9% | -24.3% |
| 1Y | -21.4% | -24.1% | +2.7% | -20.1% |
| 3Y | +34.2% | +300.2% | -266.0% | -22.5% |
| 5Y | +68.3% | +645.9% | -577.6% | -20.8% |
| All | +177.0% | +1,153.0% | -976.0% | +15.3% |
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