+63.9%
META vs BKNG
+96.7%
-32.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.7% | +6.2% | +2.8% |
| 7D | +6.0% | -7.9% | +13.9% | +10.3% |
| 30D | +3.6% | -15.9% | +19.5% | +12.7% |
| 3M | +4.9% | +11.1% | -6.2% | -1.7% |
| 6M | -4.7% | -0.7% | -4.0% | -5.8% |
| YTD | -6.9% | -15.4% | +8.5% | -0.6% |
| 1Y | -18.2% | -18.5% | +0.3% | -11.4% |
| 3Y | +107.8% | +46.5% | +61.3% | +58.2% |
| 5Y | +63.9% | +98.8% | -34.9% | -2.5% |
| All | +63.9% | +96.7% | -32.8% | -2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling