-13.6%
BKNG vs FAST
+32.0%
-45.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.7% | +8.1% | +9.3% |
| 7D | +15.6% | +3.4% | +12.1% | +14.5% |
| 30D | +8.0% | +5.5% | +2.5% | +6.4% |
| 3M | -11.8% | +7.6% | -19.4% | -13.7% |
| 6M | +3.8% | +19.8% | -16.1% | -1.8% |
| YTD | -19.6% | +35.5% | -55.1% | -27.8% |
| 1Y | -13.6% | +31.6% | -45.2% | -21.1% |
| All | -13.6% | +32.0% | -45.6% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 1y: compounded portfolio wealth divided by compounded FAST 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…
1y analysis · Full analysis span regression · 6 months rolling