-12.8%
BKNG vs FND
-36.4%
+23.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.7% | -1.5% |
| 7D | -6.0% | -5.2% | -0.8% | -4.5% |
| 30D | -6.6% | -19.9% | +13.2% | -0.3% |
| 3M | +15.7% | +2.7% | +13.0% | +14.9% |
| 6M | +14.1% | -21.7% | +35.8% | +18.9% |
| YTD | -9.3% | -17.5% | +8.2% | -6.4% |
| 1Y | -12.8% | -39.3% | +26.5% | -9.1% |
| All | -12.8% | -36.4% | +23.6% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 1y: compounded portfolio wealth divided by compounded FND 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…
1y analysis · Full analysis span regression · 6 months rolling