+77.1%
BKNG vs FGI
-66.3%
+143.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.2% | -5.6% | +0.5% |
| 7D | -4.5% | +13.5% | -18.0% | -4.6% |
| 30D | +2.3% | +17.1% | -14.8% | +2.1% |
| 3M | -23.9% | +78.0% | -101.9% | -25.0% |
| 6M | +0.9% | +46.4% | -45.5% | -0.6% |
| YTD | -24.2% | +47.7% | -71.9% | -25.5% |
| 1Y | -21.4% | +56.8% | -78.2% | -23.0% |
| 3Y | +34.2% | +12.3% | +21.9% | +31.3% |
| All | +77.1% | -66.3% | +143.5% | +78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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