+13,444.1%
GOOG vs FFIV
+3,121.7%
+10,322.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -2.1% | -1.0% | -1.2% | -1.9% |
| 30D | -6.8% | -5.1% | -1.8% | -5.7% |
| 3M | -9.1% | -4.5% | -4.6% | -8.2% |
| 6M | +10.7% | +36.5% | -25.8% | +0.9% |
| YTD | +7.1% | +53.0% | -45.9% | -5.8% |
| 1Y | +44.6% | +24.2% | +20.4% | +33.8% |
| 3Y | +147.4% | +137.2% | +10.2% | +89.7% |
| 5Y | +133.8% | +91.8% | +42.0% | +89.4% |
| 10Y | +777.5% | +215.2% | +562.3% | +516.0% |
| All | +13,444.1% | +3,121.7% | +10,322.4% | +4,466.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling