+892.4%
BKNG vs FICO
+8,811.5%
-7,919.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -16.7% | +15.7% | +4.4% |
| 7D | -6.0% | -19.2% | +13.2% | 0.0% |
| 30D | -6.6% | -14.6% | +8.0% | -2.7% |
| 3M | +15.7% | -20.1% | +35.8% | +22.3% |
| 6M | +14.1% | -36.3% | +50.5% | +28.1% |
| YTD | -9.3% | -44.9% | +35.5% | +6.3% |
| 1Y | -12.8% | -38.6% | +25.9% | -2.4% |
| 3Y | +58.4% | +4.0% | +54.4% | +43.7% |
| 5Y | +114.1% | +99.5% | +14.6% | +51.9% |
| 10Y | +246.8% | +604.7% | -357.8% | +58.9% |
| All | +892.4% | +8,811.5% | -7,919.1% | +137.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling