+643.6%
GOOGL vs FLUT
-25.6%
+669.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.3% |
| 7D | +2.6% | -1.5% | +4.1% | +2.8% |
| 30D | -18.3% | +3.4% | -21.7% | -18.7% |
| 3M | -19.6% | -12.5% | -7.1% | -18.7% |
| 6M | -28.2% | -18.5% | -9.7% | -27.0% |
| YTD | -8.0% | -61.6% | +53.6% | +1.6% |
| 1Y | -0.7% | -64.1% | +63.4% | +10.4% |
| 3Y | +118.8% | -44.5% | +163.3% | +129.4% |
| 5Y | +98.9% | -51.3% | +150.1% | +103.6% |
| 10Y | +643.6% | -25.6% | +669.2% | +671.5% |
| All | +643.6% | -25.6% | +669.2% | +671.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling