-13.6%
BKNG vs FIG
-52.3%
+38.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +5.2% | +4.6% | +9.1% |
| 7D | +15.6% | -4.7% | +20.2% | +16.2% |
| 30D | +8.0% | +0.5% | +7.4% | +7.8% |
| 3M | -11.8% | -18.4% | +6.6% | -10.3% |
| 6M | +3.8% | +10.9% | -7.1% | +0.2% |
| YTD | -19.6% | -40.8% | +21.2% | -15.3% |
| 1Y | -13.6% | -51.7% | +38.1% | -2.7% |
| All | -13.6% | -52.3% | +38.7% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 FIG 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