-20.4%
BKNG vs FIVE
+66.5%
-86.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.3% |
| 7D | -10.0% | -3.0% | -7.0% | -9.8% |
| 30D | -18.1% | +2.7% | -20.8% | -18.2% |
| 3M | +6.3% | +21.1% | -14.8% | +5.2% |
| 6M | +0.8% | +11.9% | -11.1% | -0.1% |
| YTD | -18.4% | +29.9% | -48.3% | -20.3% |
| 1Y | -20.4% | +67.8% | -88.2% | -24.3% |
| All | -20.4% | +66.5% | -86.9% | -24.3% |
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