+91.7%
BKNG vs FOXA
+91.4%
+0.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.5% | -0.2% |
| 7D | -10.7% | -3.7% | -6.9% | -9.5% |
| 30D | -18.1% | +5.4% | -23.5% | -19.6% |
| 3M | +8.5% | -3.7% | +12.2% | +8.5% |
| 6M | -0.1% | +12.6% | -12.6% | -6.8% |
| YTD | -18.2% | -10.0% | -8.3% | -16.5% |
| 1Y | -19.9% | +15.0% | -34.9% | -26.4% |
| 3Y | +41.6% | +115.1% | -73.5% | -2.8% |
| All | +91.7% | +91.4% | +0.2% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 5y: compounded portfolio wealth divided by compounded FOXA 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…
5y analysis · Full analysis span regression · 6 months rolling