+39.1%
BKNG vs XLP
+25.5%
+13.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.2% | -2.7% | -3.2% |
| 7D | -13.1% | -2.9% | -10.2% | -11.8% |
| 30D | -18.5% | -2.2% | -16.3% | -17.5% |
| 3M | +5.8% | -0.6% | +6.3% | +6.6% |
| 6M | -2.1% | -2.2% | +0.1% | -0.9% |
| YTD | -18.6% | +8.3% | -26.9% | -21.8% |
| 1Y | -21.7% | +5.7% | -27.4% | -23.8% |
| All | +39.1% | +25.5% | +13.6% | +24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling