+271.1%
BKNG vs Z
+17.0%
+254.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -6.4% | -0.3% | -5.4% |
| 7D | -7.9% | -3.3% | -4.6% | -7.2% |
| 30D | -15.9% | -3.7% | -12.2% | -15.3% |
| 3M | +11.1% | -7.0% | +18.1% | +12.5% |
| 6M | -0.7% | -29.5% | +28.8% | +6.2% |
| YTD | -15.4% | -52.6% | +37.1% | -2.5% |
| 1Y | -18.5% | -64.0% | +45.5% | -1.3% |
| 3Y | +46.5% | -36.4% | +82.9% | +52.9% |
| 5Y | +98.8% | -65.8% | +164.5% | +119.0% |
| 10Y | +218.4% | -5.8% | +224.2% | +154.4% |
| All | +271.1% | +17.0% | +254.1% | +165.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling