-20.2%
BKNG vs FDS
-26.3%
+6.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.8% | +6.3% | +2.2% |
| 7D | -10.7% | -16.0% | +5.3% | -6.2% |
| 30D | -18.1% | -6.7% | -11.4% | -16.6% |
| 3M | +8.5% | +6.0% | +2.6% | +6.7% |
| 6M | -0.1% | +25.1% | -25.2% | -6.5% |
| YTD | -18.2% | -8.1% | -10.1% | -19.3% |
| All | -20.2% | -26.3% | +6.1% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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