-12.8%
BKNG vs FFIV
+25.9%
-38.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | -6.0% | -1.0% | -5.0% | -5.9% |
| 30D | -6.6% | -5.1% | -1.6% | -5.9% |
| 3M | +15.7% | -4.5% | +20.1% | +16.0% |
| 6M | +14.1% | +36.5% | -22.3% | +3.9% |
| YTD | -9.3% | +53.0% | -62.3% | -19.8% |
| 1Y | -12.8% | +24.2% | -37.0% | -19.4% |
| All | -12.8% | +25.9% | -38.7% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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