+790.5%
BKNG vs FITB
+155.3%
+635.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.2% | -3.7% |
| 7D | -13.1% | -0.4% | -12.7% | -13.0% |
| 30D | -18.5% | -5.1% | -13.4% | -17.5% |
| 3M | +5.8% | +3.5% | +2.2% | +4.7% |
| 6M | -2.1% | +17.2% | -19.3% | -6.1% |
| YTD | -18.6% | +17.6% | -36.3% | -22.1% |
| 1Y | -21.7% | +23.4% | -45.0% | -26.0% |
| 3Y | +40.9% | +129.7% | -88.9% | +12.8% |
| 5Y | +91.0% | +68.4% | +22.5% | +63.7% |
| 10Y | +213.2% | +285.6% | -72.5% | +114.7% |
| All | +790.5% | +155.3% | +635.2% | +638.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling