-12.8%
BKNG vs XLC
0.0%
-12.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.2% | +0.3% |
| 7D | -6.0% | -0.8% | -5.2% | -5.2% |
| 30D | -6.6% | +1.0% | -7.7% | -7.5% |
| 3M | +15.7% | -0.7% | +16.4% | +16.5% |
| 6M | +14.1% | -5.1% | +19.3% | +20.1% |
| YTD | -9.3% | -4.3% | -5.1% | -5.1% |
| 1Y | -12.8% | -0.6% | -12.2% | -12.0% |
| All | -12.8% | 0.0% | -12.7% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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