+32.6%
BKNG vs FN
+106.7%
-74.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.8% | +2.2% | -2.4% |
| 7D | +2.3% | -4.1% | +6.4% | +2.4% |
| 30D | -0.7% | -28.3% | +27.7% | +0.8% |
| 3M | -25.0% | -33.9% | +8.9% | -23.8% |
| 6M | -3.5% | -43.9% | +40.4% | -1.4% |
| YTD | -25.1% | -23.4% | -1.7% | -27.4% |
| 1Y | -19.0% | -25.4% | +6.4% | -21.5% |
| 3Y | +32.6% | +107.9% | -75.3% | -2.6% |
| All | +32.6% | +106.7% | -74.2% | -2.6% |
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 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