+13,507.3%
GOOGL vs FLUT
+776.3%
+12,731.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -1.0% |
| 7D | -2.3% | -1.6% | -0.6% | -2.2% |
| 30D | -6.6% | +7.7% | -14.3% | -7.1% |
| 3M | -8.9% | -0.7% | -8.2% | -9.0% |
| 6M | +11.9% | -11.2% | +23.0% | +12.4% |
| YTD | +8.3% | -53.4% | +61.8% | +13.1% |
| 1Y | +46.2% | -65.8% | +112.0% | +55.2% |
| 3Y | +151.9% | -44.9% | +196.8% | +158.7% |
| 5Y | +137.7% | -49.7% | +187.4% | +140.7% |
| 10Y | +757.6% | -9.7% | +767.3% | +754.7% |
| All | +13,507.3% | +776.3% | +12,731.0% | +12,891.2% |
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