+209.9%
BKNG vs FIX
+5,963.7%
-5,753.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.9% |
| 7D | -10.7% | +0.7% | -11.3% | -10.9% |
| 30D | -18.1% | -5.7% | -12.4% | -17.4% |
| 3M | +8.5% | -7.4% | +16.0% | +8.1% |
| 6M | -0.1% | +15.1% | -15.1% | -7.5% |
| YTD | -18.2% | +70.7% | -88.9% | -33.3% |
| 1Y | -19.9% | +111.9% | -131.8% | -39.8% |
| 3Y | +41.6% | +759.5% | -717.9% | -39.5% |
| 5Y | +93.1% | +2,164.4% | -2,071.3% | -43.5% |
| All | +209.9% | +5,963.7% | -5,753.8% | -30.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling