+31.5%
BKNG vs XLP
+44.0%
-12.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.3% |
| 7D | -6.3% | -0.5% | -5.8% | -6.0% |
| 30D | +1.1% | +8.3% | -7.2% | -2.8% |
| 3M | -24.6% | +8.7% | -33.2% | -27.5% |
| 6M | +2.0% | +11.2% | -9.2% | -2.6% |
| YTD | -24.7% | +20.0% | -44.7% | -31.0% |
| 1Y | -20.0% | +21.3% | -41.3% | -27.2% |
| All | +31.5% | +44.0% | -12.5% | +12.8% |
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