+66.9%
T vs BKNG
+217.3%
-150.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.5% |
| 7D | -2.4% | -10.7% | +8.2% | -0.4% |
| 30D | +4.3% | -18.1% | +22.4% | +8.1% |
| 3M | +11.6% | +8.5% | +3.0% | +9.4% |
| 6M | -5.6% | -0.1% | -5.5% | -6.3% |
| YTD | +6.6% | -18.2% | +24.8% | +9.6% |
| 1Y | -8.4% | -19.9% | +11.5% | -5.6% |
| 3Y | +107.8% | +41.6% | +66.2% | +85.2% |
| 5Y | +68.3% | +93.1% | -24.8% | +33.9% |
| All | +66.9% | +217.3% | -150.4% | +7.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling