+39.8%
BKNG vs XLF
+73.0%
-33.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.9% | +0.8% |
| 7D | -10.7% | -2.9% | -7.8% | -8.1% |
| 30D | -18.1% | -1.6% | -16.5% | -16.8% |
| 3M | +8.5% | +9.3% | -0.7% | +0.4% |
| 6M | -0.1% | +14.6% | -14.6% | -11.3% |
| YTD | -18.2% | +4.7% | -23.0% | -21.5% |
| 1Y | -19.9% | +8.6% | -28.5% | -25.5% |
| All | +39.8% | +73.0% | -33.2% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 XLF 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