+91.0%
BKNG vs FIX
+2,151.9%
-2,060.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.0% | -1.8% | -3.5% |
| 7D | -13.1% | +3.5% | -16.6% | -13.6% |
| 30D | -18.5% | -3.5% | -15.0% | -18.3% |
| 3M | +5.8% | -11.8% | +17.5% | +6.5% |
| 6M | -2.1% | +17.8% | -19.9% | -8.2% |
| YTD | -18.6% | +73.3% | -92.0% | -31.0% |
| 1Y | -21.7% | +128.1% | -149.8% | -39.0% |
| 3Y | +40.9% | +772.7% | -731.8% | -35.4% |
| 5Y | +91.0% | +2,166.4% | -2,075.5% | -46.4% |
| All | +91.0% | +2,151.9% | -2,060.9% | -46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling