+209.9%
BKNG vs FTV
+80.1%
+129.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +1.9% |
| 7D | -10.7% | -5.2% | -5.5% | -7.8% |
| 30D | -18.1% | -11.5% | -6.6% | -12.1% |
| 3M | +8.5% | -9.0% | +17.6% | +14.2% |
| 6M | -0.1% | -2.0% | +2.0% | +0.5% |
| YTD | -18.2% | -0.9% | -17.3% | -19.2% |
| 1Y | -19.9% | +14.8% | -34.7% | -27.8% |
| 3Y | +41.6% | -5.5% | +47.1% | +40.5% |
| 5Y | +93.1% | -1.9% | +95.0% | +84.0% |
| All | +209.9% | +80.1% | +129.8% | +121.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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