+780.7%
GOOG vs FTI
+305.3%
+475.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.4% |
| 7D | 0.0% | -4.4% | +4.4% | +0.7% |
| 30D | -2.0% | +1.5% | -3.4% | -2.2% |
| 3M | -5.9% | +8.2% | -14.1% | -7.3% |
| 6M | +8.9% | +18.8% | -9.9% | +5.3% |
| YTD | +7.1% | +71.7% | -64.6% | -2.3% |
| 1Y | +39.7% | +90.0% | -50.4% | +25.1% |
| 3Y | +145.8% | +270.5% | -124.6% | +96.0% |
| 5Y | +138.6% | +1,084.5% | -945.9% | +53.0% |
| All | +780.7% | +305.3% | +475.4% | +529.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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