+44.6%
BKNG vs FIX
+782.5%
-737.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.4% | -9.1% | -6.9% |
| 7D | -7.9% | +6.1% | -13.9% | -8.3% |
| 30D | -15.9% | -2.7% | -13.2% | -15.9% |
| 3M | +11.1% | -10.9% | +22.0% | +11.5% |
| 6M | -0.7% | +29.0% | -29.7% | -5.8% |
| YTD | -15.4% | +76.9% | -92.3% | -24.0% |
| 1Y | -18.5% | +130.7% | -149.3% | -30.7% |
| All | +44.6% | +782.5% | -737.9% | -1.4% |
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