-12.8%
BKNG vs FDX
+80.8%
-93.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.4% | -0.9% |
| 7D | -6.0% | -2.5% | -3.5% | -5.6% |
| 30D | -6.6% | +3.8% | -10.4% | -7.2% |
| 3M | +15.7% | -1.3% | +17.0% | +15.9% |
| 6M | +14.1% | +5.0% | +9.1% | +12.4% |
| YTD | -9.3% | +39.6% | -49.0% | -15.7% |
| 1Y | -12.8% | +81.1% | -93.9% | -22.0% |
| All | -12.8% | +80.8% | -93.6% | -22.0% |
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