+795.1%
BKNG vs VTR
+6,010.3%
-5,215.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.1% |
| 7D | -10.7% | -1.8% | -8.8% | -10.1% |
| 30D | -18.1% | +4.0% | -22.1% | -19.2% |
| 3M | +8.5% | +7.8% | +0.7% | +5.6% |
| 6M | -0.1% | +6.4% | -6.4% | -2.6% |
| YTD | -18.2% | +18.3% | -36.5% | -23.3% |
| 1Y | -19.9% | +33.9% | -53.8% | -28.1% |
| 3Y | +41.6% | +134.3% | -92.7% | +3.5% |
| 5Y | +93.1% | +90.3% | +2.9% | +49.1% |
| 10Y | +214.8% | +100.1% | +114.7% | +116.0% |
| All | +795.1% | +6,010.3% | -5,215.2% | +86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 all: compounded portfolio wealth divided by compounded VTR 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…
all analysis · Full analysis span regression · 6 months rolling