+790.5%
BKNG vs FDS
+2,477.0%
-1,686.5%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.4% | -0.4% | -2.3% |
| 7D | -13.1% | -8.8% | -4.3% | -9.4% |
| 30D | -18.5% | -1.4% | -17.2% | -18.2% |
| 3M | +5.8% | +13.9% | -8.1% | -1.2% |
| 6M | -2.1% | +27.4% | -29.5% | -14.2% |
| YTD | -18.6% | -2.5% | -16.2% | -20.2% |
| 1Y | -21.7% | -23.8% | +2.1% | -15.0% |
| 3Y | +40.9% | -32.5% | +73.4% | +59.0% |
| 5Y | +91.0% | -23.2% | +114.2% | +99.5% |
| 10Y | +213.2% | +76.4% | +136.8% | +111.2% |
| All | +790.5% | +2,477.0% | -1,686.5% | +111.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling