+892.4%
BKNG vs FAST
+7,366.3%
-6,473.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.3% |
| 7D | -6.0% | -0.4% | -5.6% | -5.9% |
| 30D | -6.6% | -0.8% | -5.9% | -6.5% |
| 3M | +15.7% | +5.8% | +9.9% | +12.6% |
| 6M | +14.1% | +8.0% | +6.2% | +9.5% |
| YTD | -9.3% | +25.6% | -35.0% | -19.0% |
| 1Y | -12.8% | +0.8% | -13.6% | -14.3% |
| 3Y | +58.4% | +86.1% | -27.7% | +15.7% |
| 5Y | +114.1% | +100.2% | +13.9% | +49.1% |
| 10Y | +246.8% | +494.2% | -247.3% | +38.8% |
| All | +892.4% | +7,366.3% | -6,473.9% | +105.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling