-12.8%
BKNG vs FIX
+128.3%
-141.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.9% | -0.8% |
| 7D | -6.0% | +6.0% | -12.0% | -5.5% |
| 30D | -6.6% | -7.2% | +0.6% | -7.1% |
| 3M | +15.7% | -15.9% | +31.5% | +15.0% |
| 6M | +14.1% | +12.7% | +1.4% | +13.3% |
| YTD | -9.3% | +72.8% | -82.1% | -10.8% |
| 1Y | -12.8% | +122.9% | -135.7% | -12.7% |
| All | -12.8% | +128.3% | -141.0% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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