+39.0%
BKNG vs VST
+296.4%
-257.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +7.3% | -5.6% | +1.2% |
| 7D | +6.3% | -0.5% | +6.8% | +6.1% |
| 30D | +2.0% | -17.1% | +19.0% | +3.4% |
| 3M | -23.6% | -4.6% | -19.0% | -23.8% |
| 6M | -1.0% | -9.1% | +8.1% | -1.4% |
| YTD | -23.1% | -16.6% | -6.5% | -23.1% |
| 1Y | -16.5% | -29.5% | +13.0% | -14.7% |
| 3Y | +39.0% | +297.5% | -258.5% | +8.7% |
| All | +39.0% | +296.4% | -257.4% | +8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling