+146.8%
GOOG vs FFIV
+141.9%
+4.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +1.1% | -1.5% | +2.6% | +1.5% |
| 30D | -5.1% | -2.7% | -2.4% | -4.6% |
| 3M | -7.1% | -1.7% | -5.4% | -6.9% |
| 6M | +12.7% | +36.1% | -23.5% | +3.5% |
| YTD | +7.1% | +52.6% | -45.6% | -5.3% |
| 1Y | +43.6% | +21.5% | +22.1% | +35.3% |
| 3Y | +146.8% | +142.7% | +4.1% | +102.5% |
| All | +146.8% | +141.9% | +4.8% | +102.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling