+667.7%
GOOGL vs FLEX
+658.8%
+8.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.8% | -1.7% | +1.2% |
| 7D | +1.6% | +2.2% | -0.7% | +0.5% |
| 30D | -16.8% | -32.6% | +15.8% | -9.2% |
| 3M | -14.6% | -35.5% | +20.9% | -6.4% |
| 6M | -24.4% | -45.6% | +21.2% | -15.0% |
| YTD | -6.1% | +30.7% | -36.8% | -21.3% |
| 1Y | +1.0% | +28.4% | -27.4% | -15.2% |
| 3Y | +123.4% | +301.7% | -178.2% | +25.0% |
| 5Y | +103.2% | +473.3% | -370.0% | -0.4% |
| 10Y | +667.7% | +651.7% | +16.0% | +220.4% |
| All | +667.7% | +658.8% | +8.9% | +220.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 10y: compounded portfolio wealth divided by compounded FLEX 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…
10y analysis · Full analysis span regression · 6 months rolling