+58.0%
BKNG vs FICO
+81.4%
-23.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.7% | -1.0% | +1.1% |
| 7D | +6.3% | -0.1% | +6.4% | +6.3% |
| 30D | +2.0% | +8.4% | -6.5% | -0.7% |
| 3M | -23.6% | -30.5% | +6.9% | -18.0% |
| 6M | -1.0% | -35.7% | +34.7% | +7.8% |
| YTD | -23.1% | -57.2% | +34.1% | -6.9% |
| 1Y | -16.5% | -58.4% | +41.9% | +1.8% |
| 3Y | +39.0% | -24.8% | +63.8% | +33.5% |
| 5Y | +58.0% | +79.3% | -21.3% | +6.9% |
| All | +58.0% | +81.4% | -23.4% | +6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling