+91.7%
BKNG vs FTV
-2.6%
+94.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +1.8% |
| 7D | -10.7% | -5.2% | -5.5% | -7.9% |
| 30D | -18.1% | -11.5% | -6.6% | -12.3% |
| 3M | +8.5% | -9.0% | +17.6% | +14.0% |
| 6M | -0.1% | -2.0% | +2.0% | +0.4% |
| YTD | -18.2% | -0.9% | -17.3% | -19.2% |
| 1Y | -19.9% | +14.8% | -34.7% | -27.9% |
| 3Y | +41.6% | -5.5% | +47.1% | +40.8% |
| All | +91.7% | -2.6% | +94.3% | +74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling