-13.6%
BKNG vs FIX
+14.3%
-27.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -15.1% | +24.9% | +7.8% |
| 7D | +15.6% | -18.9% | +34.5% | +13.0% |
| 30D | +8.0% | -36.3% | +44.3% | +3.1% |
| 3M | -11.8% | -38.5% | +26.7% | -15.8% |
| 6M | +3.8% | -42.3% | +46.0% | -0.9% |
| YTD | -19.6% | +17.1% | -36.7% | -25.4% |
| 1Y | -13.6% | +14.4% | -28.0% | -19.7% |
| All | -13.6% | +14.3% | -27.9% | -19.7% |
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