+795.1%
BKNG vs XLF
+370.7%
+424.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.9% | +0.7% |
| 7D | -10.7% | -2.9% | -7.8% | -8.8% |
| 30D | -18.1% | -1.6% | -16.5% | -17.1% |
| 3M | +8.5% | +9.3% | -0.7% | +2.4% |
| 6M | -0.1% | +14.6% | -14.6% | -8.6% |
| YTD | -18.2% | +4.7% | -23.0% | -20.4% |
| 1Y | -19.9% | +8.6% | -28.5% | -23.9% |
| 3Y | +41.6% | +73.9% | -32.2% | -1.9% |
| 5Y | +93.1% | +65.0% | +28.1% | +40.2% |
| 10Y | +214.8% | +250.4% | -35.6% | +40.5% |
| All | +795.1% | +370.7% | +424.4% | +262.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling