+91.7%
BKNG vs XLB
+32.3%
+59.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.5% |
| 7D | -10.7% | -3.5% | -7.1% | -7.9% |
| 30D | -18.1% | -4.7% | -13.4% | -14.7% |
| 3M | +8.5% | +2.7% | +5.8% | +6.3% |
| 6M | -0.1% | +2.6% | -2.7% | -2.5% |
| YTD | -18.2% | +12.8% | -31.1% | -27.2% |
| 1Y | -19.9% | +14.0% | -33.8% | -29.5% |
| 3Y | +41.6% | +31.5% | +10.1% | +6.5% |
| All | +91.7% | +32.3% | +59.4% | +41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling