+177.0%
BKNG vs XLP
+135.7%
+41.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +1.0% |
| 7D | -4.5% | -0.2% | -4.2% | -4.3% |
| 30D | +2.3% | +8.2% | -5.8% | -3.8% |
| 3M | -23.9% | +7.7% | -31.6% | -28.1% |
| 6M | +0.9% | +9.3% | -8.4% | -5.8% |
| YTD | -24.2% | +19.5% | -43.7% | -34.8% |
| 1Y | -21.4% | +21.0% | -42.4% | -33.2% |
| 3Y | +34.2% | +43.2% | -9.0% | -2.9% |
| 5Y | +68.3% | +42.7% | +25.6% | +21.8% |
| All | +177.0% | +135.7% | +41.3% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 10y: compounded portfolio wealth divided by compounded XLP 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…
10y analysis · Full analysis span regression · 6 months rolling