+724.6%
BKNG vs FAST
+8,295.3%
-7,570.7%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.1% |
| 7D | -6.3% | +4.3% | -10.6% | -8.1% |
| 30D | +1.1% | +8.3% | -7.2% | -2.5% |
| 3M | -24.6% | +6.5% | -31.0% | -26.9% |
| 6M | +2.0% | +29.5% | -27.5% | -9.6% |
| YTD | -24.7% | +41.3% | -65.9% | -36.2% |
| 1Y | -20.0% | +37.4% | -57.4% | -31.4% |
| 3Y | +33.4% | +98.5% | -65.2% | -5.2% |
| 5Y | +65.4% | +111.1% | -45.7% | +12.6% |
| 10Y | +166.1% | +548.6% | -382.4% | +2.8% |
| All | +724.6% | +8,295.3% | -7,570.7% | +61.6% |
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