+39.8%
BKNG vs XLC
+71.4%
-31.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | 0.0% |
| 7D | -10.7% | -1.7% | -9.0% | -9.3% |
| 30D | -18.1% | +0.2% | -18.3% | -18.2% |
| 3M | +8.5% | +0.7% | +7.8% | +8.0% |
| 6M | -0.1% | -4.5% | +4.4% | +4.1% |
| YTD | -18.2% | -4.7% | -13.5% | -14.5% |
| 1Y | -19.9% | -1.5% | -18.4% | -18.6% |
| All | +39.8% | +71.4% | -31.6% | -7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling