+702.3%
GOOG vs FLEX
+608.2%
+94.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.1% | +0.1% |
| 7D | +3.0% | +7.5% | -4.4% | +0.9% |
| 30D | -14.9% | -25.3% | +10.4% | -9.5% |
| 3M | -14.9% | -39.7% | +24.8% | -5.1% |
| 6M | -26.6% | -47.9% | +21.3% | -16.6% |
| YTD | -6.6% | +24.1% | -30.7% | -20.6% |
| 1Y | +5.1% | +26.0% | -20.9% | -11.5% |
| 3Y | +121.0% | +282.7% | -161.7% | +25.2% |
| 5Y | +97.3% | +424.2% | -326.9% | -0.8% |
| All | +702.3% | +608.2% | +94.2% | +240.6% |
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