+91.7%
BKNG vs FLR
+234.1%
-142.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.9% | +0.9% |
| 7D | -10.7% | -6.9% | -3.8% | -9.5% |
| 30D | -18.1% | +1.1% | -19.2% | -18.4% |
| 3M | +8.5% | +14.3% | -5.8% | +4.5% |
| 6M | -0.1% | +19.1% | -19.2% | -5.5% |
| YTD | -18.2% | +35.1% | -53.4% | -25.1% |
| 1Y | -19.9% | +29.5% | -49.3% | -26.5% |
| 3Y | +41.6% | +53.0% | -11.4% | +15.8% |
| All | +91.7% | +234.1% | -142.4% | +23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling