+209.9%
BKNG vs XLY
+218.0%
-8.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.9% |
| 7D | -10.7% | -3.9% | -6.8% | -7.4% |
| 30D | -18.1% | -6.1% | -12.0% | -13.2% |
| 3M | +8.5% | -1.2% | +9.7% | +9.8% |
| 6M | -0.1% | -1.8% | +1.7% | +1.6% |
| YTD | -18.2% | -5.9% | -12.4% | -13.4% |
| 1Y | -19.9% | -3.1% | -16.8% | -17.7% |
| 3Y | +41.6% | +36.0% | +5.6% | +4.4% |
| 5Y | +93.1% | +27.6% | +65.5% | +48.9% |
| All | +209.9% | +218.0% | -8.1% | 0.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling