+209.9%
BKNG vs FISV
-2.2%
+212.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | -10.7% | -7.2% | -3.5% | -7.8% |
| 30D | -18.1% | -7.2% | -10.9% | -15.6% |
| 3M | +8.5% | -8.2% | +16.7% | +11.4% |
| 6M | -0.1% | -17.7% | +17.6% | +6.8% |
| YTD | -18.2% | -27.2% | +8.9% | -8.1% |
| 1Y | -19.9% | -63.0% | +43.1% | +11.2% |
| 3Y | +41.6% | -59.8% | +101.4% | +70.8% |
| 5Y | +93.1% | -55.8% | +148.9% | +113.6% |
| All | +209.9% | -2.2% | +212.1% | +129.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 10y: compounded portfolio wealth divided by compounded FISV 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…
10y analysis · Full analysis span regression · 6 months rolling