+107.0%
BKNG vs XLC
+141.1%
-34.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.2% | -3.3% |
| 7D | -13.1% | -1.4% | -11.7% | -12.0% |
| 30D | -18.5% | -0.9% | -17.6% | -17.8% |
| 3M | +5.8% | -0.3% | +6.1% | +6.2% |
| 6M | -2.1% | -5.2% | +3.1% | +2.7% |
| YTD | -18.6% | -5.3% | -13.3% | -14.5% |
| 1Y | -21.7% | -2.8% | -18.8% | -19.5% |
| 3Y | +40.9% | +71.2% | -30.3% | -12.2% |
| 5Y | +91.0% | +37.6% | +53.4% | +44.2% |
| All | +107.0% | +141.1% | -34.1% | -13.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling