+11,697.7%
GOOGL vs FLUT
+648.3%
+11,049.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.6% | -1.5% | +1.9% |
| 7D | +1.6% | +4.5% | -3.0% | +1.3% |
| 30D | -16.8% | +9.2% | -26.0% | -17.3% |
| 3M | -14.6% | -13.7% | -0.9% | -14.0% |
| 6M | -24.4% | -9.0% | -15.4% | -24.2% |
| YTD | -6.1% | -60.2% | +54.2% | -1.1% |
| 1Y | +1.0% | -63.1% | +64.1% | +6.7% |
| 3Y | +123.4% | -42.5% | +165.9% | +129.2% |
| 5Y | +103.2% | -47.6% | +150.8% | +106.7% |
| 10Y | +667.7% | -22.9% | +690.6% | +671.8% |
| All | +11,697.7% | +648.3% | +11,049.4% | +11,261.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling