+678.2%
GOOG vs F
+74.7%
+603.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | +1.2% | -2.1% | +3.3% | +1.7% |
| 30D | -16.7% | +3.3% | -20.0% | -17.5% |
| 3M | -15.2% | -11.3% | -3.9% | -12.9% |
| 6M | -24.8% | +5.3% | -30.1% | -26.8% |
| YTD | -7.2% | -2.2% | -5.0% | -8.2% |
| 1Y | -0.1% | -3.5% | +3.4% | -0.9% |
| 3Y | +118.8% | +49.5% | +69.3% | +86.4% |
| 5Y | +99.9% | -13.5% | +113.4% | +90.1% |
| 10Y | +678.2% | +69.0% | +609.2% | +457.2% |
| All | +678.2% | +74.7% | +603.5% | +457.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling