-20.2%
BKNG vs XLB
+14.1%
-34.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.1% |
| 7D | -10.7% | -3.5% | -7.1% | -9.2% |
| 30D | -18.1% | -4.7% | -13.4% | -16.4% |
| 3M | +8.5% | +2.7% | +5.8% | +8.4% |
| 6M | -0.1% | +2.6% | -2.7% | -0.4% |
| YTD | -18.2% | +12.8% | -31.1% | -21.4% |
| All | -20.2% | +14.1% | -34.3% | -26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling