+209.9%
BKNG vs VUG
+419.9%
-210.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.1% | +1.0% |
| 7D | -10.7% | -1.9% | -8.8% | -9.2% |
| 30D | -18.1% | -1.6% | -16.5% | -17.1% |
| 3M | +8.5% | +4.4% | +4.1% | +4.0% |
| 6M | -0.1% | +13.2% | -13.3% | -11.1% |
| YTD | -18.2% | +7.5% | -25.7% | -23.8% |
| 1Y | -19.9% | +12.5% | -32.3% | -28.4% |
| 3Y | +41.6% | +86.0% | -44.4% | -20.2% |
| 5Y | +93.1% | +76.5% | +16.6% | +13.1% |
| All | +209.9% | +419.9% | -210.0% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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