-12.8%
BKNG vs XRT
+3.4%
-16.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.7% |
| 7D | -6.0% | +0.8% | -6.8% | -6.6% |
| 30D | -6.6% | -4.2% | -2.4% | -3.7% |
| 3M | +15.7% | +5.1% | +10.6% | +12.4% |
| 6M | +14.1% | +2.4% | +11.7% | +11.9% |
| YTD | -9.3% | +3.2% | -12.5% | -11.0% |
| 1Y | -12.8% | +1.5% | -14.3% | -15.8% |
| All | -12.8% | +3.4% | -16.1% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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