+46.5%
BKNG vs FGI
-6.2%
+52.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.9% | -8.6% | -6.7% |
| 7D | -7.9% | +5.2% | -13.0% | -7.9% |
| 30D | -15.9% | +65.2% | -81.1% | -16.2% |
| 3M | +11.1% | +30.2% | -19.1% | +10.7% |
| 6M | -0.7% | +87.8% | -88.5% | -0.7% |
| YTD | -15.4% | +32.5% | -47.9% | -15.4% |
| 1Y | -18.5% | +93.6% | -112.1% | -17.7% |
| 3Y | +46.5% | -2.6% | +49.0% | +50.7% |
| All | +46.5% | -6.2% | +52.7% | +50.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling