+2.0%
BKNG vs FN
-40.4%
+42.5%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.9% | -5.3% | +1.2% |
| 7D | -6.3% | +8.0% | -14.3% | -5.1% |
| 30D | +1.1% | -19.1% | +20.3% | -0.7% |
| 3M | -24.6% | -29.8% | +5.3% | -26.7% |
| 6M | +2.0% | -43.2% | +45.2% | -1.1% |
| All | +2.0% | -40.4% | +42.5% | -1.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling