+128.8%
GOOG vs FLUT
-48.5%
+177.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.8% |
| 7D | -1.6% | -2.6% | +1.0% | -1.1% |
| 30D | -7.7% | +5.4% | -13.0% | -8.7% |
| 3M | -9.3% | -10.8% | +1.5% | -7.9% |
| 6M | +7.4% | -9.2% | +16.7% | +8.4% |
| YTD | +4.9% | -53.8% | +58.7% | +19.0% |
| 1Y | +37.2% | -66.0% | +103.2% | +64.4% |
| 3Y | +141.6% | -44.7% | +186.3% | +157.1% |
| 5Y | +128.8% | -50.6% | +179.3% | +120.2% |
| All | +128.8% | -48.5% | +177.2% | +120.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling