+136.9%
GOOGL vs FLR
+238.5%
-101.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +0.9% | -1.7% |
| 7D | -1.9% | -3.1% | +1.3% | -1.3% |
| 30D | -7.5% | +4.9% | -12.4% | -8.3% |
| 3M | -9.2% | +10.8% | -20.0% | -11.6% |
| 6M | +8.1% | +19.7% | -11.6% | +3.1% |
| YTD | +5.8% | +38.4% | -32.5% | -2.0% |
| 1Y | +38.3% | +34.7% | +3.7% | +28.2% |
| 3Y | +144.8% | +56.7% | +88.1% | +111.9% |
| All | +136.9% | +238.5% | -101.5% | +80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling