+209.9%
BKNG vs FTI
+301.2%
-91.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +1.2% |
| 7D | -10.7% | -5.6% | -5.0% | -9.4% |
| 30D | -18.1% | +0.4% | -18.5% | -18.3% |
| 3M | +8.5% | +8.1% | +0.4% | +5.8% |
| 6M | -0.1% | +16.7% | -16.8% | -4.9% |
| YTD | -18.2% | +70.0% | -88.2% | -29.2% |
| 1Y | -19.9% | +85.4% | -105.3% | -32.4% |
| 3Y | +41.6% | +265.9% | -224.3% | -2.1% |
| 5Y | +93.1% | +1,072.7% | -979.6% | -6.3% |
| All | +209.9% | +301.2% | -91.3% | +53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 10y: compounded portfolio wealth divided by compounded FTI 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…
10y analysis · Full analysis span regression · 6 months rolling