-21.4%
BKNG vs FAST
+38.4%
-59.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -4.5% | +5.0% | -9.5% | -5.9% |
| 30D | +2.3% | +8.6% | -6.2% | -0.1% |
| 3M | -23.9% | +6.9% | -30.8% | -25.3% |
| 6M | +0.9% | +29.6% | -28.7% | -7.0% |
| YTD | -24.2% | +41.4% | -65.6% | -33.8% |
| 1Y | -21.4% | +38.5% | -59.9% | -30.3% |
| All | -21.4% | +38.4% | -59.8% | -30.3% |
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 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