-21.7%
BKNG vs FN
+12.8%
-34.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.5% | -4.3% | -3.8% |
| 7D | -13.1% | +5.8% | -18.9% | -12.8% |
| 30D | -18.5% | -20.6% | +2.1% | -19.4% |
| 3M | +5.8% | -28.6% | +34.4% | +4.8% |
| 6M | -2.1% | -20.7% | +18.6% | -3.1% |
| YTD | -18.6% | -8.1% | -10.5% | -19.6% |
| 1Y | -21.7% | +13.3% | -35.0% | -19.6% |
| All | -21.7% | +12.8% | -34.5% | -19.6% |
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