+91.7%
BKNG vs VUG
+75.5%
+16.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.1% | +0.9% |
| 7D | -10.7% | -1.9% | -8.8% | -9.3% |
| 30D | -18.1% | -1.6% | -16.5% | -17.1% |
| 3M | +8.5% | +4.4% | +4.1% | +4.4% |
| 6M | -0.1% | +13.2% | -13.3% | -10.4% |
| YTD | -18.2% | +7.5% | -25.7% | -23.4% |
| 1Y | -19.9% | +12.5% | -32.3% | -27.9% |
| 3Y | +41.6% | +86.0% | -44.4% | -17.8% |
| All | +91.7% | +75.5% | +16.2% | +15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling