+136.0%
GOOG vs FLR
+238.1%
-102.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +1.3% |
| 7D | 0.0% | -3.5% | +3.5% | +0.6% |
| 30D | -2.0% | +4.2% | -6.1% | -2.7% |
| 3M | -5.9% | +8.1% | -13.9% | -7.9% |
| 6M | +8.9% | +21.5% | -12.6% | +3.5% |
| YTD | +7.1% | +36.8% | -29.7% | -0.7% |
| 1Y | +39.7% | +31.2% | +8.5% | +30.0% |
| 3Y | +145.8% | +53.9% | +92.0% | +113.2% |
| All | +136.0% | +238.1% | -102.1% | +80.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling