-19.9%
BKNG vs FAST
+4.6%
-24.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | +0.1% | +0.4% |
| 7D | -10.7% | -0.4% | -10.2% | -10.5% |
| 30D | -18.1% | -6.4% | -11.7% | -16.6% |
| 3M | +8.5% | +7.1% | +1.5% | +6.5% |
| 6M | -0.1% | +7.0% | -7.1% | -2.6% |
| YTD | -18.2% | +24.1% | -42.4% | -22.6% |
| 1Y | -19.9% | +4.4% | -24.2% | -23.9% |
| All | -19.9% | +4.6% | -24.5% | -23.9% |
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