+14,595.8%
BKNG vs XRT
+491.2%
+14,104.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.6% | -2.2% | -2.7% |
| 7D | -13.1% | -2.4% | -10.7% | -11.6% |
| 30D | -18.5% | -6.9% | -11.6% | -14.4% |
| 3M | +5.8% | -0.4% | +6.2% | +6.4% |
| 6M | -2.1% | +2.2% | -4.4% | -3.2% |
| YTD | -18.6% | -0.7% | -18.0% | -18.1% |
| 1Y | -21.7% | -2.0% | -19.7% | -20.7% |
| 3Y | +40.9% | +41.0% | -0.1% | +8.3% |
| 5Y | +91.0% | -3.3% | +94.3% | +85.0% |
| 10Y | +213.2% | +124.8% | +88.3% | +45.1% |
| All | +14,595.8% | +491.2% | +14,104.6% | +3,148.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling