+209.9%
BKNG vs FLUT
-11.0%
+220.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | -10.7% | -3.6% | -7.1% | -10.1% |
| 30D | -18.1% | -0.3% | -17.8% | -18.1% |
| 3M | +8.5% | -12.6% | +21.1% | +10.5% |
| 6M | -0.1% | -8.0% | +7.9% | +0.7% |
| YTD | -18.2% | -54.1% | +35.9% | -8.1% |
| 1Y | -19.9% | -66.1% | +46.3% | -5.8% |
| 3Y | +41.6% | -45.0% | +86.6% | +52.8% |
| 5Y | +93.1% | -51.2% | +144.3% | +100.8% |
| All | +209.9% | -11.0% | +220.9% | +226.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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