-13.6%
BKNG vs FDX
+65.6%
-79.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +3.6% | +6.3% | +8.9% |
| 7D | +15.6% | +8.1% | +7.4% | +13.6% |
| 30D | +8.0% | +13.9% | -5.9% | +5.0% |
| 3M | -11.8% | +5.5% | -17.3% | -12.9% |
| 6M | +3.8% | +15.1% | -11.4% | +1.3% |
| YTD | -19.6% | +43.2% | -62.8% | -24.8% |
| 1Y | -13.6% | +65.0% | -78.6% | -22.4% |
| All | -13.6% | +65.6% | -79.2% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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