+767.4%
GOOG vs FFIV
+238.2%
+529.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.2% |
| 7D | -2.5% | +1.6% | -4.1% | -3.2% |
| 30D | -3.6% | -3.7% | +0.1% | -2.5% |
| 3M | -6.4% | +2.0% | -8.4% | -7.7% |
| 6M | +7.8% | +39.3% | -31.5% | -7.6% |
| YTD | +5.5% | +56.1% | -50.6% | -14.7% |
| 1Y | +38.3% | +22.0% | +16.3% | +23.4% |
| 3Y | +143.1% | +148.2% | -5.1% | +52.3% |
| 5Y | +135.0% | +96.3% | +38.7% | +61.0% |
| All | +767.4% | +238.2% | +529.2% | +386.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling