+91.2%
BKNG vs FLUT
-50.9%
+142.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.7% |
| 7D | -10.0% | +0.4% | -10.5% | -10.1% |
| 30D | -18.1% | +2.5% | -20.6% | -18.7% |
| 3M | +6.3% | -9.2% | +15.6% | +8.1% |
| 6M | +0.8% | -8.2% | +9.1% | +1.9% |
| YTD | -18.4% | -53.2% | +34.8% | -3.2% |
| 1Y | -20.4% | -65.6% | +45.2% | +1.2% |
| 3Y | +39.5% | -43.6% | +83.1% | +53.6% |
| All | +91.2% | -50.9% | +142.2% | +96.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling