+209.9%
BKNG vs FLR
+18.3%
+191.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.9% | +0.9% |
| 7D | -10.7% | -6.9% | -3.8% | -9.6% |
| 30D | -18.1% | +1.1% | -19.2% | -18.4% |
| 3M | +8.5% | +14.3% | -5.8% | +5.2% |
| 6M | -0.1% | +19.1% | -19.2% | -4.4% |
| YTD | -18.2% | +35.1% | -53.4% | -23.7% |
| 1Y | -19.9% | +29.5% | -49.3% | -25.0% |
| 3Y | +41.6% | +53.0% | -11.4% | +24.6% |
| 5Y | +93.1% | +238.9% | -145.8% | +47.2% |
| All | +209.9% | +18.3% | +191.6% | +163.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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