+69.8%
BKNG vs FIX
+1,026.2%
-956.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.8% |
| 7D | -0.7% | +9.4% | -10.1% | -1.9% |
| 30D | -0.7% | -27.8% | +27.1% | +3.1% |
| 3M | -25.0% | -35.6% | +10.5% | -21.2% |
| 6M | +3.4% | -45.2% | +48.7% | +10.8% |
| YTD | -25.0% | +19.5% | -44.4% | -33.5% |
| 1Y | -20.7% | +24.2% | -44.9% | -30.7% |
| 3Y | +30.9% | +494.2% | -463.2% | -36.9% |
| All | +69.8% | +1,026.2% | -956.4% | -42.6% |
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