+150.5%
GOOGL vs FLEX
+475.0%
-324.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.4% | -0.7% |
| 7D | +1.1% | +7.0% | -5.9% | 0.0% |
| 30D | -4.4% | -5.8% | +1.4% | -3.7% |
| 3M | -6.8% | -24.2% | +17.4% | -3.4% |
| 6M | +13.6% | +90.8% | -77.2% | -4.6% |
| YTD | +8.3% | +89.2% | -80.9% | -9.4% |
| 1Y | +44.9% | +104.7% | -59.8% | +18.4% |
| 3Y | +150.5% | +478.1% | -327.6% | +72.2% |
| All | +150.5% | +475.0% | -324.6% | +72.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling