+97.7%
GOOG vs FLEX
+421.8%
-324.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.1% | 0.0% |
| 7D | +3.0% | +7.5% | -4.4% | +1.2% |
| 30D | -14.9% | -25.3% | +10.4% | -10.0% |
| 3M | -14.9% | -39.7% | +24.8% | -5.9% |
| 6M | -26.6% | -47.9% | +21.3% | -17.4% |
| YTD | -6.6% | +24.1% | -30.7% | -22.5% |
| 1Y | +5.1% | +26.0% | -20.9% | -13.7% |
| 3Y | +121.0% | +282.7% | -161.7% | +7.8% |
| All | +97.7% | +421.8% | -324.1% | -24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling