+133.7%
GOOG vs FIVE
+38.7%
+95.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | +1.1% | +3.7% | -2.6% | +0.3% |
| 30D | -5.1% | +4.0% | -9.0% | -5.9% |
| 3M | -7.1% | +36.2% | -43.3% | -13.0% |
| 6M | +12.7% | +18.0% | -5.4% | +7.9% |
| YTD | +7.1% | +34.9% | -27.8% | -0.3% |
| 1Y | +43.6% | +67.9% | -24.3% | +27.2% |
| 3Y | +146.8% | +57.3% | +89.4% | +111.3% |
| 5Y | +133.7% | +39.5% | +94.1% | +96.3% |
| All | +133.7% | +38.7% | +95.0% | +96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 5y: compounded portfolio wealth divided by compounded FIVE 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…
5y analysis · Full analysis span regression · 6 months rolling