+91.7%
BKNG vs Z
-66.0%
+157.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.3% | +1.2% |
| 7D | -10.7% | -11.6% | +0.9% | -7.9% |
| 30D | -18.1% | -8.5% | -9.6% | -16.4% |
| 3M | +8.5% | -7.9% | +16.4% | +10.3% |
| 6M | -0.1% | -29.1% | +29.0% | +7.6% |
| YTD | -18.2% | -54.2% | +36.0% | -3.5% |
| 1Y | -19.9% | -63.5% | +43.7% | -1.2% |
| 3Y | +41.6% | -38.6% | +80.2% | +49.4% |
| All | +91.7% | -66.0% | +157.7% | +94.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 5y: compounded portfolio wealth divided by compounded Z 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…
5y analysis · Full analysis span regression · 6 months rolling