+121.0%
GOOG vs FDS
-23.3%
+144.2%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.0% |
| 7D | +3.0% | +1.5% | +1.6% | +2.9% |
| 30D | -14.9% | +14.8% | -29.7% | -15.7% |
| 3M | -14.9% | +16.3% | -31.2% | -15.9% |
| 6M | -26.6% | +66.2% | -92.8% | -29.4% |
| YTD | -6.6% | +16.2% | -22.8% | -6.6% |
| 1Y | +5.1% | +21.8% | -16.8% | +4.1% |
| 3Y | +121.0% | -23.9% | +144.8% | +142.1% |
| All | +121.0% | -23.3% | +144.2% | +142.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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