+162.2%
BKNG vs VT
+217.6%
-55.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.0% |
| 7D | +2.3% | -0.1% | +2.4% | +2.4% |
| 30D | -0.7% | -3.1% | +2.4% | +2.8% |
| 3M | -25.0% | -3.5% | -21.5% | -22.0% |
| 6M | -3.5% | +0.5% | -4.0% | -4.9% |
| YTD | -25.1% | +10.8% | -35.9% | -34.5% |
| 1Y | -19.0% | +11.9% | -30.9% | -29.9% |
| 3Y | +32.6% | +73.0% | -40.4% | -32.8% |
| 5Y | +58.6% | +58.6% | 0.0% | -9.3% |
| 10Y | +162.2% | +219.2% | -57.0% | -30.1% |
| All | +162.2% | +217.6% | -55.4% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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