+135.0%
GOOG vs FTI
+1,109.5%
-974.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +1.0% |
| 7D | -2.5% | -5.6% | +3.1% | -1.8% |
| 30D | -3.6% | +0.4% | -4.0% | -3.7% |
| 3M | -6.4% | +8.1% | -14.5% | -7.6% |
| 6M | +7.8% | +16.7% | -8.9% | +4.9% |
| YTD | +5.5% | +70.0% | -64.5% | -2.9% |
| 1Y | +38.3% | +85.4% | -47.2% | +25.5% |
| 3Y | +143.1% | +265.9% | -122.8% | +100.4% |
| 5Y | +135.0% | +1,072.7% | -937.7% | +57.4% |
| All | +135.0% | +1,109.5% | -974.5% | +57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling