+39.1%
BKNG vs F
+31.4%
+7.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.9% | +0.1% | -2.9% |
| 7D | -13.1% | -4.9% | -8.2% | -12.1% |
| 30D | -18.5% | -2.9% | -15.6% | -18.0% |
| 3M | +5.8% | -9.1% | +14.8% | +8.0% |
| 6M | -2.1% | +12.9% | -15.1% | -5.5% |
| YTD | -18.6% | +6.1% | -24.7% | -20.4% |
| 1Y | -21.7% | +22.5% | -44.2% | -26.0% |
| All | +39.1% | +31.4% | +7.7% | +28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling