+128.8%
GOOG vs FLEX
+717.1%
-588.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.7% |
| 7D | -1.6% | +6.4% | -7.9% | -3.1% |
| 30D | -7.7% | -5.9% | -1.8% | -6.6% |
| 3M | -9.3% | -23.5% | +14.2% | -4.5% |
| 6M | +7.4% | +83.7% | -76.3% | -16.3% |
| YTD | +4.9% | +86.5% | -81.6% | -19.5% |
| 1Y | +37.2% | +100.5% | -63.3% | +1.7% |
| 3Y | +141.6% | +469.8% | -328.2% | +10.7% |
| 5Y | +128.8% | +725.7% | -596.9% | -18.3% |
| All | +128.8% | +717.1% | -588.3% | -18.3% |
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