+4.4%
GOOGL vs FLR
+2.5%
+1.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.8% | +4.0% | +3.2% |
| 7D | -11.1% | +1.4% | -12.4% | -11.2% |
| 30D | -16.6% | -5.9% | -10.7% | -16.2% |
| 3M | -23.4% | -7.6% | -15.8% | -23.1% |
| 6M | -24.5% | -9.3% | -15.2% | -24.2% |
| YTD | -7.5% | +20.1% | -27.6% | -12.4% |
| 1Y | +4.4% | +3.0% | +1.4% | +2.3% |
| All | +4.4% | +2.5% | +1.9% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 1y: compounded portfolio wealth divided by compounded FLR 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…
1y analysis · Full analysis span regression · 6 months rolling