+174.3%
BKNG vs FAST
+541.9%
-367.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.7% |
| 7D | -0.7% | +4.2% | -4.8% | -2.3% |
| 30D | -0.7% | +6.7% | -7.4% | -3.3% |
| 3M | -25.0% | +8.0% | -33.1% | -27.5% |
| 6M | +3.4% | +27.4% | -24.0% | -6.6% |
| YTD | -25.0% | +40.5% | -65.5% | -35.3% |
| 1Y | -20.7% | +38.4% | -59.0% | -31.2% |
| 3Y | +30.9% | +98.7% | -67.7% | -4.3% |
| 5Y | +66.6% | +106.7% | -40.1% | +17.7% |
| All | +174.3% | +541.9% | -367.6% | +33.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling