+46.5%
BKNG vs FN
+175.0%
-128.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.2% | -8.9% | -6.9% |
| 7D | -7.9% | +3.5% | -11.4% | -8.1% |
| 30D | -15.9% | -26.0% | +10.1% | -14.5% |
| 3M | +11.1% | -33.3% | +44.3% | +13.7% |
| 6M | -0.7% | -14.9% | +14.2% | -2.6% |
| YTD | -15.4% | -8.6% | -6.9% | -18.6% |
| 1Y | -18.5% | +12.3% | -30.8% | -24.7% |
| 3Y | +46.5% | +174.4% | -127.9% | +2.2% |
| All | +46.5% | +175.0% | -128.6% | +2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling