+11,408.7%
GOOG vs F
+89.1%
+11,319.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | +0.1% |
| 7D | +2.4% | -0.2% | +2.6% | +2.5% |
| 30D | -18.1% | +0.9% | -19.0% | -18.4% |
| 3M | -19.9% | -11.3% | -8.5% | -17.8% |
| 6M | -28.2% | +2.0% | -30.2% | -29.3% |
| YTD | -9.0% | -3.2% | -5.9% | -9.6% |
| 1Y | -1.7% | -3.5% | +1.8% | -2.3% |
| 3Y | +114.5% | +48.1% | +66.4% | +86.5% |
| 5Y | +96.2% | -13.5% | +109.7% | +89.2% |
| 10Y | +654.4% | +72.2% | +582.2% | +478.0% |
| All | +11,408.7% | +89.1% | +11,319.7% | +7,462.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling