+39.8%
BKNG vs FLEX
+442.3%
-402.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.7% | +0.8% |
| 7D | -10.7% | +0.1% | -10.8% | -10.7% |
| 30D | -18.1% | -11.8% | -6.3% | -17.4% |
| 3M | +8.5% | -22.6% | +31.1% | +10.0% |
| 6M | -0.1% | +77.3% | -77.4% | -13.9% |
| YTD | -18.2% | +78.8% | -97.0% | -30.1% |
| 1Y | -19.9% | +86.1% | -105.9% | -32.7% |
| All | +39.8% | +442.3% | -402.5% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 3y: compounded portfolio wealth divided by compounded FLEX 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…
3y analysis · Full analysis span regression · 6 months rolling