+295.2%
BKNG vs USFR
+27.6%
+267.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -10.7% | +0.1% | -10.7% | -10.7% |
| 30D | -18.1% | +0.3% | -18.4% | -18.2% |
| 3M | +8.5% | +1.0% | +7.6% | +8.2% |
| 6M | -0.1% | +1.9% | -2.0% | -0.7% |
| YTD | -18.2% | +2.7% | -20.9% | -19.0% |
| 1Y | -19.9% | +4.0% | -23.9% | -20.9% |
| 3Y | +41.6% | +14.1% | +27.5% | +35.3% |
| 5Y | +93.1% | +20.5% | +72.6% | +81.2% |
| 10Y | +214.8% | +28.0% | +186.8% | +190.2% |
| All | +295.2% | +27.6% | +267.6% | +255.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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