+11,715.7%
GOOG vs FFIV
+2,450.7%
+9,265.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | -0.2% |
| 7D | +3.0% | -0.5% | +3.6% | +3.2% |
| 30D | -14.9% | -32.4% | +17.5% | -6.5% |
| 3M | -14.9% | -25.7% | +10.8% | -9.2% |
| 6M | -26.6% | -13.5% | -13.1% | -25.0% |
| YTD | -6.6% | +21.1% | -27.7% | -13.7% |
| 1Y | +5.1% | +29.4% | -24.3% | -4.7% |
| 3Y | +121.0% | +94.9% | +26.1% | +76.5% |
| 5Y | +97.3% | +34.7% | +62.6% | +73.1% |
| 10Y | +683.2% | +119.0% | +564.2% | +495.9% |
| All | +11,715.7% | +2,450.7% | +9,265.1% | +4,086.6% |
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