+2,470.4%
BKNG vs FN
+3,620.5%
-1,150.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.1% | -4.1% | -1.5% |
| 7D | -6.0% | -1.7% | -4.3% | -5.7% |
| 30D | -6.6% | -22.0% | +15.4% | -3.2% |
| 3M | +15.7% | -43.0% | +58.7% | +25.4% |
| 6M | +14.1% | -27.7% | +41.9% | +15.4% |
| YTD | -9.3% | -10.5% | +1.2% | -13.3% |
| 1Y | -12.8% | +12.5% | -25.3% | -21.6% |
| 3Y | +58.4% | +153.8% | -95.4% | +11.3% |
| 5Y | +114.1% | +288.0% | -173.9% | +32.5% |
| 10Y | +246.8% | +906.4% | -659.6% | +69.5% |
| All | +2,470.4% | +3,620.5% | -1,150.2% | +534.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling