+2,023.0%
BKNG vs FN
+3,082.8%
-1,059.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.8% | +2.2% | -1.8% |
| 7D | +2.3% | -4.1% | +6.4% | +2.4% |
| 30D | -0.7% | -28.3% | +27.7% | +3.9% |
| 3M | -25.0% | -33.9% | +8.9% | -21.3% |
| 6M | -3.5% | -43.9% | +40.4% | +2.0% |
| YTD | -25.1% | -23.4% | -1.7% | -27.7% |
| 1Y | -19.0% | -25.4% | +6.4% | -21.8% |
| 3Y | +32.6% | +107.9% | -75.3% | -4.9% |
| 5Y | +58.6% | +195.1% | -136.5% | +1.9% |
| 10Y | +162.2% | +794.1% | -631.9% | +28.8% |
| All | +2,023.0% | +3,082.8% | -1,059.9% | +429.0% |
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