+749.5%
BKNG vs FFIV
+7,502.3%
-6,752.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.2% | -6.5% | -6.7% |
| 7D | -7.9% | -1.5% | -6.3% | -7.4% |
| 30D | -15.9% | -2.7% | -13.3% | -15.5% |
| 3M | +11.1% | -1.7% | +12.7% | +10.9% |
| 6M | -0.7% | +36.1% | -36.8% | -10.6% |
| YTD | -15.4% | +52.6% | -68.1% | -26.7% |
| 1Y | -18.5% | +21.5% | -40.0% | -24.7% |
| 3Y | +46.5% | +142.7% | -96.2% | +8.9% |
| 5Y | +98.8% | +92.6% | +6.2% | +56.7% |
| 10Y | +218.4% | +225.5% | -7.1% | +109.4% |
| All | +749.5% | +7,502.3% | -6,752.8% | +37.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling