+121.0%
GOOG vs FLUT
-45.9%
+166.9%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | +0.1% | -0.8% |
| 7D | +3.0% | -0.7% | +3.7% | +3.1% |
| 30D | -14.9% | +9.3% | -24.1% | -16.0% |
| 3M | -14.9% | -17.5% | +2.6% | -13.0% |
| 6M | -26.6% | -14.6% | -12.0% | -25.5% |
| YTD | -6.6% | -62.3% | +55.7% | +6.3% |
| 1Y | +5.1% | -59.6% | +64.7% | +18.2% |
| 3Y | +121.0% | -45.3% | +166.3% | +143.7% |
| All | +121.0% | -45.9% | +166.9% | +143.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling