+11,715.7%
GOOG vs FLUT
+610.2%
+11,105.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | +0.1% | -0.9% |
| 7D | +3.0% | -0.7% | +3.7% | +3.1% |
| 30D | -14.9% | +9.3% | -24.1% | -15.4% |
| 3M | -14.9% | -17.5% | +2.6% | -14.0% |
| 6M | -26.6% | -14.6% | -12.0% | -26.1% |
| YTD | -6.6% | -62.3% | +55.7% | -1.3% |
| 1Y | +5.1% | -59.6% | +64.7% | +10.5% |
| 3Y | +121.0% | -45.3% | +166.3% | +127.4% |
| 5Y | +97.3% | -50.4% | +147.7% | +101.4% |
| 10Y | +683.2% | -26.8% | +710.1% | +689.7% |
| All | +11,715.7% | +610.2% | +11,105.6% | +11,311.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling