+1,193.7%
EWY vs BKNG
+1,376.2%
-182.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.5% | -4.7% | -4.3% |
| 7D | +1.2% | -10.7% | +11.9% | +3.2% |
| 30D | +9.3% | -18.1% | +27.4% | +13.1% |
| 3M | +2.4% | +8.5% | -6.1% | +0.1% |
| 6M | +40.3% | -0.1% | +40.3% | +38.8% |
| YTD | +88.0% | -18.2% | +106.2% | +92.1% |
| 1Y | +143.8% | -19.9% | +163.7% | +149.6% |
| 3Y | +217.8% | +41.6% | +176.2% | +191.2% |
| 5Y | +142.7% | +93.1% | +49.6% | +107.7% |
| 10Y | +291.7% | +214.8% | +76.9% | +203.9% |
| All | +1,193.7% | +1,376.2% | -182.5% | +459.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling