+40.3%
EWY vs BKNG
-1.0%
+41.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.5% | -4.7% | -4.1% |
| 7D | +1.2% | -10.7% | +11.9% | -0.2% |
| 30D | +9.3% | -18.1% | +27.4% | +6.7% |
| 3M | +2.4% | +8.5% | -6.1% | -2.7% |
| 6M | +40.3% | -0.1% | +40.3% | +31.5% |
| All | +40.3% | -1.0% | +41.3% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BKNG.
Daily Out/Under-Performance
Portfolio return minus BKNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKNG 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 6mo: compounded portfolio wealth divided by compounded BKNG 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…
6mo analysis · Full analysis span regression · 6 months rolling