+2,826.7%
VRT vs BKNG
+128.9%
+2,697.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -6.7% | +10.4% | +7.1% |
| 7D | +13.6% | -7.9% | +21.5% | +17.9% |
| 30D | +6.8% | -15.9% | +22.7% | +15.6% |
| 3M | -3.2% | +11.1% | -14.3% | -11.8% |
| 6M | +20.3% | -0.7% | +21.0% | +15.0% |
| YTD | +79.6% | -15.4% | +95.0% | +86.3% |
| 1Y | +139.0% | -18.5% | +157.5% | +151.1% |
| 3Y | +644.6% | +46.5% | +598.1% | +469.7% |
| 5Y | +1,024.4% | +98.8% | +925.6% | +618.4% |
| All | +2,826.7% | +128.9% | +2,697.8% | +1,363.4% |
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