+767.4%
GOOG vs FLEX
+1,045.7%
-278.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.8% | +1.7% |
| 7D | -2.5% | +0.1% | -2.6% | -2.6% |
| 30D | -3.6% | -11.8% | +8.1% | -0.7% |
| 3M | -6.4% | -22.6% | +16.1% | -1.7% |
| 6M | +7.8% | +77.3% | -69.5% | -14.2% |
| YTD | +5.5% | +78.8% | -73.3% | -16.9% |
| 1Y | +38.3% | +86.1% | -47.8% | +6.8% |
| 3Y | +143.1% | +446.2% | -303.1% | +27.7% |
| 5Y | +135.0% | +689.7% | -554.7% | +7.9% |
| All | +767.4% | +1,045.7% | -278.3% | +228.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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