+148.5%
GOOG vs F
+47.7%
+100.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.3% |
| 7D | -2.1% | +5.3% | -7.5% | -3.0% |
| 30D | -6.8% | +4.6% | -11.4% | -7.6% |
| 3M | -9.1% | -3.7% | -5.4% | -8.6% |
| 6M | +10.7% | +16.8% | -6.1% | +6.6% |
| YTD | +7.1% | +15.3% | -8.2% | +3.2% |
| 1Y | +44.6% | +31.0% | +13.6% | +35.8% |
| All | +148.5% | +47.7% | +100.8% | +126.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling