+30.9%
BKNG vs F
+45.8%
-14.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -0.7% | -3.1% | +2.4% | +0.1% |
| 30D | -0.7% | 0.0% | -0.7% | -0.6% |
| 3M | -25.0% | -13.2% | -11.8% | -22.4% |
| 6M | +3.4% | -10.2% | +13.6% | +5.6% |
| YTD | -25.0% | -4.9% | -20.0% | -24.7% |
| 1Y | -20.7% | -6.1% | -14.6% | -20.2% |
| 3Y | +30.9% | +46.0% | -15.0% | +17.5% |
| All | +30.9% | +45.8% | -14.9% | +17.5% |
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