-13.3%
BKNG vs XLY
-0.8%
-12.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.8% | +2.5% | +2.7% |
| 7D | +12.2% | +1.2% | +10.9% | +10.8% |
| 30D | +7.0% | +5.3% | +1.7% | +1.6% |
| 3M | -18.3% | -0.6% | -17.7% | -17.7% |
| 6M | +1.1% | +0.1% | +1.1% | +1.1% |
| YTD | -20.7% | -0.9% | -19.8% | -19.1% |
| 1Y | -13.3% | -1.6% | -11.7% | -11.2% |
| All | -13.3% | -0.8% | -12.5% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 1y: compounded portfolio wealth divided by compounded XLY 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…
1y analysis · Full analysis span regression · 6 months rolling