-2.1%
BKNG vs FITB
+19.4%
-21.5%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.2% | -3.6% |
| 7D | -13.1% | -0.4% | -12.7% | -12.9% |
| 30D | -18.5% | -5.1% | -13.4% | -17.0% |
| 3M | +5.8% | +3.5% | +2.2% | +3.9% |
| 6M | -2.1% | +17.2% | -19.3% | -11.2% |
| All | -2.1% | +19.4% | -21.5% | -11.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling