+91.7%
BKNG vs FITB
+67.7%
+24.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.3% |
| 7D | -10.7% | -1.0% | -9.7% | -10.3% |
| 30D | -18.1% | -5.5% | -12.6% | -16.2% |
| 3M | +8.5% | +4.1% | +4.4% | +6.5% |
| 6M | -0.1% | +18.7% | -18.8% | -7.4% |
| YTD | -18.2% | +18.2% | -36.4% | -24.3% |
| 1Y | -19.9% | +23.7% | -43.5% | -27.4% |
| 3Y | +41.6% | +130.8% | -89.2% | -4.9% |
| All | +91.7% | +67.7% | +24.0% | +57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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