+46.5%
BKNG vs FAST
+91.5%
-45.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.4% | -6.3% | -6.6% |
| 7D | -7.9% | +1.3% | -9.2% | -8.3% |
| 30D | -15.9% | -4.7% | -11.2% | -14.6% |
| 3M | +11.1% | +7.9% | +3.2% | +8.2% |
| 6M | -0.7% | +7.4% | -8.1% | -3.5% |
| YTD | -15.4% | +25.1% | -40.5% | -21.9% |
| 1Y | -18.5% | +4.7% | -23.2% | -20.4% |
| 3Y | +46.5% | +94.7% | -48.2% | +16.2% |
| All | +46.5% | +91.5% | -45.0% | +16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling