+98.8%
BKNG vs FICO
+102.0%
-3.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.1% | -6.8% | -6.8% |
| 7D | -7.9% | -15.4% | +7.6% | -3.9% |
| 30D | -15.9% | -10.4% | -5.5% | -13.9% |
| 3M | +11.1% | -22.7% | +33.8% | +18.0% |
| 6M | -0.7% | -36.8% | +36.1% | +10.5% |
| YTD | -15.4% | -44.8% | +29.4% | -2.3% |
| 1Y | -18.5% | -39.3% | +20.8% | -9.4% |
| 3Y | +46.5% | +3.7% | +42.7% | +31.1% |
| 5Y | +98.8% | +101.7% | -3.0% | +43.2% |
| All | +98.8% | +102.0% | -3.2% | +43.2% |
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