+13,444.1%
GOOG vs FLEX
+1,213.9%
+12,230.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.5% |
| 7D | -2.1% | -0.9% | -1.2% | -1.9% |
| 30D | -6.8% | -10.1% | +3.3% | -4.5% |
| 3M | -9.1% | -31.3% | +22.3% | -1.2% |
| 6M | +10.7% | +71.3% | -60.6% | -9.9% |
| YTD | +7.1% | +81.2% | -74.2% | -14.8% |
| 1Y | +44.6% | +98.5% | -53.9% | +11.3% |
| 3Y | +147.4% | +428.2% | -280.8% | +37.9% |
| 5Y | +133.8% | +657.3% | -523.5% | +16.0% |
| 10Y | +777.5% | +995.9% | -218.4% | +255.2% |
| All | +13,444.1% | +1,213.9% | +12,230.2% | +4,445.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling