+102.0%
META vs BKNG
+38.0%
+64.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.8% | +3.4% | +4.5% |
| 7D | +5.7% | +6.3% | -0.6% | +3.0% |
| 30D | -10.8% | +2.0% | -12.7% | -11.8% |
| 3M | +8.4% | -23.6% | +32.0% | +20.3% |
| 6M | +5.4% | -1.0% | +6.4% | +3.8% |
| YTD | -2.6% | -23.1% | +20.5% | +7.1% |
| 1Y | +3.5% | -16.5% | +20.0% | +8.8% |
| 3Y | +102.0% | +39.0% | +63.0% | +51.5% |
| All | +102.0% | +38.0% | +64.0% | +51.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling