+91.0%
BKNG vs XLP
+30.6%
+60.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.2% | -2.7% | -3.0% |
| 7D | -13.1% | -2.9% | -10.2% | -11.3% |
| 30D | -18.5% | -2.2% | -16.3% | -17.2% |
| 3M | +5.8% | -0.6% | +6.3% | +6.6% |
| 6M | -2.1% | -2.2% | +0.1% | -0.5% |
| YTD | -18.6% | +8.3% | -26.9% | -23.5% |
| 1Y | -21.7% | +5.7% | -27.4% | -25.1% |
| 3Y | +40.9% | +25.7% | +15.2% | +15.6% |
| 5Y | +91.0% | +31.3% | +59.7% | +51.2% |
| All | +91.0% | +30.6% | +60.3% | +51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling