+58.0%
BKNG vs VST
+632.2%
-574.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +7.3% | -5.6% | +0.9% |
| 7D | +6.3% | -0.5% | +6.8% | +5.9% |
| 30D | +2.0% | -17.1% | +19.0% | +4.0% |
| 3M | -23.6% | -4.6% | -19.0% | -23.9% |
| 6M | -1.0% | -9.1% | +8.1% | -1.5% |
| YTD | -23.1% | -16.6% | -6.5% | -23.2% |
| 1Y | -16.5% | -29.5% | +13.0% | -14.2% |
| 3Y | +39.0% | +297.5% | -258.5% | -18.3% |
| 5Y | +58.0% | +654.5% | -596.5% | -30.7% |
| All | +58.0% | +632.2% | -574.2% | -30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling