+825.7%
BKNG vs F
+18.6%
+807.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -4.2% | -2.5% | -5.3% |
| 7D | -7.9% | +1.2% | -9.0% | -8.2% |
| 30D | -15.9% | +1.2% | -17.1% | -16.3% |
| 3M | +11.1% | -5.7% | +16.7% | +13.1% |
| 6M | -0.7% | +17.9% | -18.6% | -7.5% |
| YTD | -15.4% | +10.4% | -25.8% | -19.6% |
| 1Y | -18.5% | +25.3% | -43.9% | -26.3% |
| 3Y | +46.5% | +37.5% | +9.0% | +23.2% |
| 5Y | +98.8% | +46.5% | +52.2% | +56.7% |
| 10Y | +218.4% | +86.4% | +132.0% | +115.6% |
| All | +825.7% | +18.6% | +807.1% | +536.5% |
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 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