+91.7%
BKNG vs FDS
-28.1%
+119.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.8% | +6.3% | +2.5% |
| 7D | -10.7% | -16.0% | +5.3% | -5.2% |
| 30D | -18.1% | -6.7% | -11.4% | -16.3% |
| 3M | +8.5% | +6.0% | +2.6% | +5.9% |
| 6M | -0.1% | +25.1% | -25.2% | -8.8% |
| YTD | -18.2% | -8.1% | -10.1% | -17.2% |
| 1Y | -19.9% | -26.0% | +6.2% | -12.6% |
| 3Y | +41.6% | -36.4% | +78.0% | +61.0% |
| All | +91.7% | -28.1% | +119.8% | +127.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling