+44.5%
GOOG vs FLUT
-65.9%
+110.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.9% |
| 7D | -2.2% | -1.6% | -0.6% | -2.1% |
| 30D | -6.9% | +7.7% | -14.6% | -7.7% |
| 3M | -9.1% | -0.7% | -8.4% | -9.0% |
| 6M | +10.6% | -11.2% | +21.8% | +11.6% |
| YTD | +7.0% | -53.4% | +60.4% | +13.9% |
| 1Y | +44.5% | -65.8% | +110.3% | +58.6% |
| All | +44.5% | -65.9% | +110.5% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 1y: compounded portfolio wealth divided by compounded FLUT 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…
1y analysis · Full analysis span regression · 6 months rolling