+209.9%
BKNG vs FIVE
+491.7%
-281.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.3% |
| 7D | -9.8% | -3.0% | -6.8% | -9.1% |
| 30D | -17.9% | +2.7% | -20.6% | -18.5% |
| 3M | +6.6% | +21.1% | -14.5% | +1.3% |
| 6M | +1.1% | +11.9% | -10.8% | -3.0% |
| YTD | -18.2% | +29.9% | -48.1% | -24.6% |
| 1Y | -20.2% | +67.8% | -88.0% | -31.5% |
| 3Y | +39.9% | +52.8% | -12.9% | +14.5% |
| 5Y | +93.1% | +31.3% | +61.8% | +59.3% |
| All | +209.9% | +491.7% | -281.8% | +90.2% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling