+9,080.8%
BKNG vs FTI
+2,044.3%
+7,036.5%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +1.4% |
| 7D | -10.7% | -5.6% | -5.0% | -9.0% |
| 30D | -18.1% | +0.4% | -18.5% | -18.3% |
| 3M | +8.5% | +8.1% | +0.4% | +4.8% |
| 6M | -0.1% | +16.7% | -16.8% | -6.4% |
| YTD | -18.2% | +70.0% | -88.2% | -32.2% |
| 1Y | -19.9% | +85.4% | -105.3% | -35.7% |
| 3Y | +41.6% | +265.9% | -224.3% | -12.1% |
| 5Y | +93.1% | +1,072.7% | -979.6% | -23.8% |
| 10Y | +214.8% | +298.9% | -84.1% | +46.7% |
| All | +9,080.8% | +2,044.3% | +7,036.5% | +1,767.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling