+137.7%
GOOGL vs FLUT
-50.1%
+187.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | +1.1% | +3.8% | -2.8% | +0.4% |
| 30D | -4.4% | +6.3% | -10.7% | -5.7% |
| 3M | -6.8% | -4.0% | -2.8% | -6.6% |
| 6M | +13.6% | -10.3% | +23.9% | +14.8% |
| YTD | +8.3% | -53.2% | +61.5% | +22.7% |
| 1Y | +44.9% | -65.0% | +110.0% | +72.8% |
| 3Y | +150.5% | -43.9% | +194.4% | +166.0% |
| 5Y | +137.7% | -49.2% | +187.0% | +126.5% |
| All | +137.7% | -50.1% | +187.9% | +126.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling