+53,928.7%
BKNG vs FLUT
+2,067.0%
+51,861.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.6% | -7.3% | -6.8% |
| 7D | -7.9% | +3.8% | -11.7% | -8.2% |
| 30D | -15.9% | +6.3% | -22.2% | -16.4% |
| 3M | +11.1% | -4.0% | +15.1% | +11.2% |
| 6M | -0.7% | -10.3% | +9.6% | -0.1% |
| YTD | -15.4% | -53.2% | +37.7% | -10.3% |
| 1Y | -18.5% | -65.0% | +46.5% | -11.7% |
| 3Y | +46.5% | -43.9% | +90.4% | +52.3% |
| 5Y | +98.8% | -49.2% | +148.0% | +104.2% |
| 10Y | +218.4% | -9.2% | +227.6% | +217.4% |
| All | +53,928.7% | +2,067.0% | +51,861.8% | +47,563.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling