+209.9%
BKNG vs FFIV
+238.2%
-28.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.1% |
| 7D | -10.7% | +1.6% | -12.3% | -11.3% |
| 30D | -18.1% | -3.7% | -14.4% | -17.2% |
| 3M | +8.5% | +2.0% | +6.5% | +6.4% |
| 6M | -0.1% | +39.3% | -39.3% | -14.8% |
| YTD | -18.2% | +56.1% | -74.3% | -33.9% |
| 1Y | -19.9% | +22.0% | -41.8% | -28.5% |
| 3Y | +41.6% | +148.2% | -106.6% | -9.4% |
| 5Y | +93.1% | +96.3% | -3.2% | +33.4% |
| All | +209.9% | +238.2% | -28.3% | +71.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling