+209.9%
BKNG vs XLB
+162.9%
+47.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.6% |
| 7D | -10.7% | -3.5% | -7.1% | -7.8% |
| 30D | -18.1% | -4.7% | -13.4% | -14.6% |
| 3M | +8.5% | +2.7% | +5.8% | +6.2% |
| 6M | -0.1% | +2.6% | -2.7% | -2.6% |
| YTD | -18.2% | +12.8% | -31.1% | -27.3% |
| 1Y | -19.9% | +14.0% | -33.8% | -29.5% |
| 3Y | +41.6% | +31.5% | +10.1% | +7.9% |
| 5Y | +93.1% | +33.4% | +59.7% | +45.7% |
| All | +209.9% | +162.9% | +47.1% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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