+721.3%
BKNG vs F
+2.1%
+719.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -0.7% | -3.1% | +2.4% | +0.4% |
| 30D | -0.7% | 0.0% | -0.7% | -0.6% |
| 3M | -25.0% | -13.2% | -11.8% | -21.3% |
| 6M | +3.4% | -10.2% | +13.6% | +6.4% |
| YTD | -25.0% | -4.9% | -20.0% | -24.9% |
| 1Y | -20.7% | -6.1% | -14.6% | -20.3% |
| 3Y | +30.9% | +46.0% | -15.0% | +8.3% |
| 5Y | +66.6% | -15.7% | +82.3% | +60.5% |
| 10Y | +165.1% | +64.3% | +100.8% | +87.7% |
| All | +721.3% | +2.1% | +719.2% | +494.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling