+892.4%
BKNG vs FIX
+13,365.7%
-12,473.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.9% | -1.4% |
| 7D | -6.0% | +6.0% | -12.0% | -7.2% |
| 30D | -6.6% | -7.2% | +0.6% | -5.5% |
| 3M | +15.7% | -15.9% | +31.5% | +18.0% |
| 6M | +14.1% | +12.7% | +1.4% | +7.7% |
| YTD | -9.3% | +72.8% | -82.1% | -22.9% |
| 1Y | -12.8% | +122.9% | -135.7% | -31.0% |
| 3Y | +58.4% | +774.3% | -715.9% | -13.8% |
| 5Y | +114.1% | +2,049.5% | -1,935.3% | -6.5% |
| 10Y | +246.8% | +5,821.5% | -5,574.6% | +16.3% |
| All | +892.4% | +13,365.7% | -12,473.3% | +89.4% |
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