+3.6%
GOOG vs F
+2.7%
+0.9%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.9% | +0.3% | +2.8% |
| 7D | -10.7% | +6.0% | -16.8% | -11.6% |
| 30D | -16.4% | +4.3% | -20.7% | -17.0% |
| 3M | -23.4% | -10.1% | -13.3% | -21.9% |
| 6M | -24.2% | +12.8% | -37.0% | -28.3% |
| YTD | -8.3% | -0.1% | -8.2% | -11.9% |
| 1Y | +3.6% | +3.7% | -0.1% | -1.5% |
| All | +3.6% | +2.7% | +0.9% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 1y: compounded portfolio wealth divided by compounded F 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…
1y analysis · Full analysis span regression · 6 months rolling