+14,672.1%
BKNG vs XME
+231.2%
+14,440.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.7% | +4.2% | +2.1% |
| 7D | -10.7% | -3.0% | -7.6% | -9.5% |
| 30D | -18.1% | -2.6% | -15.5% | -17.5% |
| 3M | +8.5% | +2.2% | +6.4% | +6.3% |
| 6M | -0.1% | +0.7% | -0.8% | -2.6% |
| YTD | -18.2% | +10.9% | -29.1% | -24.6% |
| 1Y | -19.9% | +35.7% | -55.6% | -33.3% |
| 3Y | +41.6% | +127.1% | -85.5% | -8.7% |
| 5Y | +93.1% | +168.5% | -75.4% | +12.7% |
| 10Y | +214.8% | +416.9% | -202.2% | +28.7% |
| All | +14,672.1% | +231.2% | +14,440.9% | +5,968.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 all: compounded portfolio wealth divided by compounded XME 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…
all analysis · Full analysis span regression · 6 months rolling