+93.1%
BKNG vs FIVE
+30.6%
+62.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +1.0% |
| 7D | -10.7% | +0.6% | -11.2% | -10.8% |
| 30D | -18.1% | +3.0% | -21.1% | -18.7% |
| 3M | +8.5% | +23.2% | -14.7% | +3.7% |
| 6M | -0.1% | +9.2% | -9.2% | -2.9% |
| YTD | -18.2% | +28.1% | -46.3% | -23.4% |
| 1Y | -19.9% | +65.3% | -85.1% | -29.3% |
| 3Y | +41.6% | +49.4% | -7.8% | +21.3% |
| 5Y | +93.1% | +29.5% | +63.6% | +66.8% |
| All | +93.1% | +30.6% | +62.5% | +66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling