+93.1%
BKNG vs FE
+47.9%
+45.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -10.7% | -1.7% | -9.0% | -10.4% |
| 30D | -18.1% | -1.3% | -16.8% | -17.9% |
| 3M | +8.5% | +0.6% | +7.9% | +8.4% |
| 6M | -0.1% | -6.8% | +6.8% | +0.9% |
| YTD | -18.2% | +6.4% | -24.6% | -19.4% |
| 1Y | -19.9% | +11.3% | -31.1% | -21.7% |
| 3Y | +41.6% | +47.1% | -5.5% | +28.7% |
| 5Y | +93.1% | +50.4% | +42.7% | +72.5% |
| All | +93.1% | +47.9% | +45.2% | +72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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