+762.1%
GOOG vs FFIV
+243.4%
+518.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.9% | -5.9% | -3.7% |
| 7D | -1.6% | +3.5% | -5.0% | -3.0% |
| 30D | -7.7% | -1.3% | -6.3% | -7.5% |
| 3M | -9.3% | +2.4% | -11.7% | -10.7% |
| 6M | +7.4% | +41.8% | -34.4% | -8.6% |
| YTD | +4.9% | +58.5% | -53.7% | -15.8% |
| 1Y | +37.2% | +24.3% | +12.9% | +21.5% |
| 3Y | +141.6% | +152.0% | -10.4% | +50.4% |
| 5Y | +128.8% | +99.1% | +29.6% | +55.8% |
| All | +762.1% | +243.4% | +518.7% | +380.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling