+69.8%
BKNG vs FE
+47.0%
+22.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.2% |
| 7D | -0.7% | +1.2% | -1.9% | -0.9% |
| 30D | -0.7% | +4.5% | -5.2% | -1.5% |
| 3M | -25.0% | +1.3% | -26.4% | -25.2% |
| 6M | +3.4% | +8.7% | -5.2% | +2.0% |
| YTD | -25.0% | +9.2% | -34.2% | -26.4% |
| 1Y | -20.7% | +7.0% | -27.7% | -21.9% |
| 3Y | +30.9% | +51.4% | -20.5% | +17.9% |
| All | +69.8% | +47.0% | +22.8% | +45.3% |
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