+91.7%
BKNG vs FANG
+233.3%
-141.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.8% | +0.3% |
| 7D | -10.7% | +1.2% | -11.9% | -10.8% |
| 30D | -18.1% | +2.4% | -20.5% | -18.5% |
| 3M | +8.5% | +5.1% | +3.4% | +7.2% |
| 6M | -0.1% | +16.4% | -16.5% | -3.9% |
| YTD | -18.2% | +39.0% | -57.2% | -24.4% |
| 1Y | -19.9% | +50.6% | -70.5% | -27.4% |
| 3Y | +41.6% | +46.9% | -5.3% | +25.1% |
| All | +91.7% | +233.3% | -141.6% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 5y: compounded portfolio wealth divided by compounded FANG 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…
5y analysis · Full analysis span regression · 6 months rolling