+39.8%
BKNG vs FRSH
-46.5%
+86.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | -10.7% | -11.2% | +0.5% | -8.6% |
| 30D | -18.1% | -0.8% | -17.3% | -18.1% |
| 3M | +8.5% | +26.4% | -17.9% | +3.4% |
| 6M | -0.1% | +48.4% | -48.4% | -7.9% |
| YTD | -18.2% | -3.1% | -15.1% | -19.4% |
| 1Y | -19.9% | -8.7% | -11.2% | -20.5% |
| All | +39.8% | -46.5% | +86.3% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 3y: compounded portfolio wealth divided by compounded FRSH 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…
3y analysis · Full analysis span regression · 6 months rolling