-13.6%
BKNG vs FN
-25.7%
+12.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -6.0% | +15.8% | +9.5% |
| 7D | +15.6% | -7.0% | +22.6% | +15.1% |
| 30D | +8.0% | -24.7% | +32.7% | +6.7% |
| 3M | -11.8% | -35.7% | +23.9% | -13.3% |
| 6M | +3.8% | -52.4% | +56.2% | +2.6% |
| YTD | -19.6% | -25.0% | +5.4% | -22.2% |
| 1Y | -13.6% | -25.7% | +12.1% | -16.5% |
| All | -13.6% | -25.7% | +12.1% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 1y: compounded portfolio wealth divided by compounded FN 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…
1y analysis · Full analysis span regression · 6 months rolling