-13.6%
BKNG vs FIVE
+63.3%
-76.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +6.7% | +3.1% | +8.7% |
| 7D | +15.6% | +7.5% | +8.1% | +14.3% |
| 30D | +8.0% | +16.7% | -8.7% | +5.7% |
| 3M | -11.8% | +13.4% | -25.1% | -13.0% |
| 6M | +3.8% | +9.0% | -5.3% | +2.6% |
| YTD | -19.6% | +33.8% | -53.4% | -23.0% |
| 1Y | -13.6% | +61.2% | -74.8% | -20.1% |
| All | -13.6% | +63.3% | -76.8% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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