+721.3%
BKNG vs FIX
+9,210.8%
-8,489.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.7% |
| 7D | -0.7% | +9.4% | -10.1% | -2.6% |
| 30D | -0.7% | -27.8% | +27.1% | +4.8% |
| 3M | -25.0% | -35.6% | +10.5% | -19.5% |
| 6M | +3.4% | -45.2% | +48.7% | +13.3% |
| YTD | -25.0% | +19.5% | -44.4% | -32.3% |
| 1Y | -20.7% | +24.2% | -44.9% | -29.3% |
| 3Y | +30.9% | +494.2% | -463.2% | -23.8% |
| 5Y | +66.6% | +1,036.1% | -969.6% | -17.8% |
| 10Y | +165.1% | +3,599.0% | -3,433.9% | -3.3% |
| All | +721.3% | +9,210.8% | -8,489.4% | +66.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling