+790.5%
BKNG vs FLEX
+1,096.2%
-305.7%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.4% | -2.4% | -3.3% |
| 7D | -13.1% | +6.4% | -19.5% | -15.1% |
| 30D | -18.5% | -5.9% | -12.7% | -17.4% |
| 3M | +5.8% | -23.5% | +29.2% | +11.8% |
| 6M | -2.1% | +83.7% | -85.8% | -28.8% |
| YTD | -18.6% | +86.5% | -105.1% | -41.7% |
| 1Y | -21.7% | +100.5% | -122.2% | -46.2% |
| 3Y | +40.9% | +469.8% | -429.0% | -38.1% |
| 5Y | +91.0% | +725.7% | -634.7% | -27.9% |
| 10Y | +213.2% | +1,086.7% | -873.6% | -10.2% |
| All | +790.5% | +1,096.2% | -305.7% | +50.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling