-19.9%
BKNG vs F
+26.4%
-46.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.7% | -0.2% |
| 7D | -10.7% | -3.7% | -7.0% | -9.8% |
| 30D | -18.1% | -0.7% | -17.4% | -17.9% |
| 3M | +8.5% | -1.9% | +10.4% | +9.1% |
| 6M | -0.1% | +16.1% | -16.1% | -4.4% |
| YTD | -18.2% | +9.5% | -27.7% | -20.3% |
| 1Y | -19.9% | +27.2% | -47.1% | -25.3% |
| All | -19.9% | +26.4% | -46.3% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 1y: compounded portfolio wealth divided by compounded F 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…
1y analysis · Full analysis span regression · 6 months rolling