+213.2%
BKNG vs VT
+222.7%
-9.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.2% | -3.1% |
| 7D | -13.1% | -0.1% | -13.0% | -13.0% |
| 30D | -18.5% | -0.7% | -17.9% | -17.9% |
| 3M | +5.8% | +4.0% | +1.8% | +0.6% |
| 6M | -2.1% | +12.3% | -14.4% | -15.4% |
| YTD | -18.6% | +14.0% | -32.7% | -31.0% |
| 1Y | -21.7% | +20.3% | -42.0% | -37.8% |
| 3Y | +40.9% | +75.4% | -34.6% | -29.4% |
| 5Y | +91.0% | +66.0% | +25.0% | +3.9% |
| 10Y | +213.2% | +228.2% | -15.0% | -18.6% |
| All | +213.2% | +222.7% | -9.5% | -18.6% |
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