+142.1%
GOOG vs FLR
+52.3%
+89.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +1.0% |
| 7D | -2.5% | -6.9% | +4.4% | -1.3% |
| 30D | -3.6% | +1.1% | -4.7% | -3.9% |
| 3M | -6.4% | +14.3% | -20.8% | -9.5% |
| 6M | +7.8% | +19.1% | -11.3% | +2.7% |
| YTD | +5.5% | +35.1% | -29.6% | -2.3% |
| 1Y | +38.3% | +29.5% | +8.8% | +28.5% |
| All | +142.1% | +52.3% | +89.8% | +105.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 3y: compounded portfolio wealth divided by compounded FLR 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…
3y analysis · Full analysis span regression · 6 months rolling