+30.9%
BKNG vs FIX
+503.5%
-472.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.9% |
| 7D | -0.7% | +9.4% | -10.1% | -1.1% |
| 30D | -0.7% | -27.8% | +27.1% | +0.9% |
| 3M | -25.0% | -35.6% | +10.5% | -23.4% |
| 6M | +3.4% | -45.2% | +48.7% | +7.0% |
| YTD | -25.0% | +19.5% | -44.4% | -31.2% |
| 1Y | -20.7% | +24.2% | -44.9% | -27.9% |
| 3Y | +30.9% | +494.2% | -463.2% | -7.9% |
| All | +30.9% | +503.5% | -472.5% | -7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling