+772.7%
GOOG vs F
+80.8%
+692.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.9% | +1.8% | -1.1% |
| 7D | -1.6% | -4.9% | +3.3% | -0.3% |
| 30D | -7.7% | -2.9% | -4.8% | -7.1% |
| 3M | -9.3% | -9.1% | -0.2% | -7.3% |
| 6M | +7.4% | +12.9% | -5.5% | +3.0% |
| YTD | +4.9% | +6.1% | -1.2% | +1.9% |
| 1Y | +37.2% | +22.5% | +14.7% | +27.7% |
| 3Y | +141.6% | +32.1% | +109.6% | +113.4% |
| 5Y | +128.8% | +43.7% | +85.0% | +91.2% |
| 10Y | +772.7% | +84.1% | +688.6% | +519.3% |
| All | +772.7% | +80.8% | +692.0% | +519.3% |
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