+209.9%
BKNG vs FN
+927.1%
-717.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | +1.1% |
| 7D | -10.7% | +2.3% | -12.9% | -11.1% |
| 30D | -18.1% | -23.2% | +5.1% | -14.9% |
| 3M | +8.5% | -30.4% | +38.9% | +13.4% |
| 6M | -0.1% | -25.6% | +25.6% | +0.3% |
| YTD | -18.2% | -11.3% | -7.0% | -22.5% |
| 1Y | -19.9% | +8.4% | -28.3% | -28.7% |
| 3Y | +41.6% | +166.2% | -124.6% | -9.2% |
| 5Y | +93.1% | +290.3% | -197.2% | +5.4% |
| All | +209.9% | +927.1% | -717.2% | +27.5% |
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 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