+13,444.1%
GOOG vs FLUT
+776.3%
+12,667.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.1% | -0.9% |
| 7D | -2.1% | -1.6% | -0.5% | -2.0% |
| 30D | -6.8% | +7.7% | -14.6% | -7.3% |
| 3M | -9.1% | -0.7% | -8.4% | -9.2% |
| 6M | +10.7% | -11.2% | +21.9% | +11.2% |
| YTD | +7.1% | -53.4% | +60.5% | +11.8% |
| 1Y | +44.6% | -65.8% | +110.4% | +53.7% |
| 3Y | +147.4% | -44.9% | +192.4% | +154.1% |
| 5Y | +133.8% | -49.7% | +183.5% | +136.8% |
| 10Y | +777.5% | -9.7% | +787.2% | +774.3% |
| All | +13,444.1% | +776.3% | +12,667.8% | +12,825.9% |
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