+2,926.4%
V vs BKNG
+4,037.9%
-1,111.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | 0.0% | -0.6% |
| 7D | -1.7% | -6.0% | +4.3% | +0.5% |
| 30D | +2.0% | -6.6% | +8.6% | +4.5% |
| 3M | +17.4% | +15.7% | +1.7% | +10.4% |
| 6M | +17.5% | +14.1% | +3.3% | +10.3% |
| YTD | +7.6% | -9.3% | +16.9% | +9.6% |
| 1Y | +7.7% | -12.8% | +20.5% | +10.9% |
| 3Y | +54.7% | +58.4% | -3.8% | +24.3% |
| 5Y | +73.0% | +114.1% | -41.1% | +20.1% |
| 10Y | +390.9% | +246.8% | +144.0% | +172.9% |
| All | +2,926.4% | +4,037.9% | -1,111.5% | +424.3% |
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