+166.1%
BKNG vs FN
+850.1%
-683.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.9% | -5.3% | -0.4% |
| 7D | -6.3% | +8.0% | -14.3% | -7.9% |
| 30D | +1.1% | -19.1% | +20.3% | +3.7% |
| 3M | -24.6% | -29.8% | +5.3% | -21.6% |
| 6M | +2.0% | -43.2% | +45.2% | +8.0% |
| YTD | -24.7% | -18.9% | -5.7% | -28.6% |
| 1Y | -20.0% | -17.9% | -2.1% | -25.0% |
| 3Y | +33.4% | +120.1% | -86.7% | -12.0% |
| 5Y | +65.4% | +206.7% | -141.3% | -5.8% |
| 10Y | +166.1% | +804.7% | -638.5% | +11.0% |
| All | +166.1% | +850.1% | -683.9% | +11.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling