+91.7%
BKNG vs FTI
+1,055.2%
-963.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +1.0% |
| 7D | -10.7% | -5.6% | -5.0% | -9.8% |
| 30D | -18.1% | +0.4% | -18.5% | -18.2% |
| 3M | +8.5% | +8.1% | +0.4% | +6.4% |
| 6M | -0.1% | +16.7% | -16.8% | -4.0% |
| YTD | -18.2% | +70.0% | -88.2% | -27.6% |
| 1Y | -19.9% | +85.4% | -105.3% | -30.5% |
| 3Y | +41.6% | +265.9% | -224.3% | +3.5% |
| All | +91.7% | +1,055.2% | -963.5% | +0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling