+13,447.0%
GOOG vs FTI
+1,516.7%
+11,930.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.5% |
| 7D | +1.1% | -0.2% | +1.3% | +1.1% |
| 30D | -5.1% | +12.3% | -17.4% | -7.4% |
| 3M | -7.1% | +13.8% | -20.8% | -10.0% |
| 6M | +12.7% | +24.3% | -11.6% | +6.6% |
| YTD | +7.1% | +75.8% | -68.7% | -6.0% |
| 1Y | +43.6% | +99.6% | -56.0% | +22.3% |
| 3Y | +146.8% | +278.4% | -131.7% | +79.5% |
| 5Y | +133.7% | +1,168.7% | -1,035.0% | +23.4% |
| 10Y | +773.3% | +297.5% | +475.8% | +427.7% |
| All | +13,447.0% | +1,516.7% | +11,930.2% | +5,774.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling