+39.1%
BKNG vs FIVE
+52.3%
-13.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.7% | -1.1% | -3.5% |
| 7D | -13.1% | +1.7% | -14.8% | -13.3% |
| 30D | -18.5% | +5.0% | -23.5% | -19.0% |
| 3M | +5.8% | +29.5% | -23.7% | +2.8% |
| 6M | -2.1% | +12.4% | -14.5% | -3.8% |
| YTD | -18.6% | +31.2% | -49.8% | -21.5% |
| 1Y | -21.7% | +72.9% | -94.5% | -27.0% |
| All | +39.1% | +52.3% | -13.2% | +17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling