-21.7%
BKNG vs FICO
-36.4%
+14.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +5.3% | -9.2% | -5.1% |
| 7D | -13.1% | -10.6% | -2.5% | -11.2% |
| 30D | -18.5% | -6.3% | -12.2% | -17.8% |
| 3M | +5.8% | -19.7% | +25.5% | +10.4% |
| 6M | -2.1% | -31.8% | +29.7% | +4.9% |
| YTD | -18.6% | -41.8% | +23.2% | -11.0% |
| 1Y | -21.7% | -36.4% | +14.8% | -15.1% |
| All | -21.7% | -36.4% | +14.7% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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