+746.7%
GOOGL vs FLUT
-10.4%
+757.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -2.1% |
| 7D | -1.9% | -2.6% | +0.7% | -1.6% |
| 30D | -7.5% | +5.4% | -12.8% | -8.1% |
| 3M | -9.2% | -10.8% | +1.6% | -8.2% |
| 6M | +8.1% | -9.2% | +17.3% | +8.7% |
| YTD | +5.8% | -53.8% | +59.7% | +14.7% |
| 1Y | +38.3% | -66.0% | +104.3% | +55.0% |
| 3Y | +144.8% | -44.7% | +189.4% | +156.4% |
| 5Y | +132.5% | -50.6% | +183.1% | +134.9% |
| 10Y | +746.7% | -10.4% | +757.1% | +758.9% |
| All | +746.7% | -10.4% | +757.1% | +758.9% |
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