+44.6%
GOOG vs FFIV
+25.9%
+18.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.0% |
| 7D | -2.1% | -1.0% | -1.2% | -2.1% |
| 30D | -6.8% | -5.1% | -1.8% | -6.4% |
| 3M | -9.1% | -4.5% | -4.6% | -8.8% |
| 6M | +10.7% | +36.5% | -25.8% | +8.3% |
| YTD | +7.1% | +53.0% | -45.9% | +3.9% |
| 1Y | +44.6% | +24.2% | +20.4% | +39.3% |
| All | +44.6% | +25.9% | +18.7% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 1y: compounded portfolio wealth divided by compounded FFIV 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…
1y analysis · Full analysis span regression · 6 months rolling