+142.1%
GOOG vs FLUT
-43.3%
+185.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | -2.5% | -3.6% | +1.1% | -2.0% |
| 30D | -3.6% | -0.3% | -3.3% | -3.7% |
| 3M | -6.4% | -12.6% | +6.2% | -5.0% |
| 6M | +7.8% | -8.0% | +15.8% | +8.5% |
| YTD | +5.5% | -54.1% | +59.6% | +17.0% |
| 1Y | +38.3% | -66.1% | +104.4% | +60.4% |
| All | +142.1% | -43.3% | +185.4% | +157.1% |
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