+135.0%
GOOG vs FTV
-3.0%
+138.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +1.7% |
| 7D | -2.5% | -5.2% | +2.7% | 0.0% |
| 30D | -3.6% | -11.5% | +7.9% | +2.1% |
| 3M | -6.4% | -9.0% | +2.6% | -2.8% |
| 6M | +7.8% | -2.0% | +9.8% | +7.2% |
| YTD | +5.5% | -0.9% | +6.4% | +3.1% |
| 1Y | +38.3% | +14.8% | +23.5% | +23.5% |
| 3Y | +143.1% | -5.5% | +148.6% | +136.9% |
| 5Y | +135.0% | -1.9% | +136.9% | +111.6% |
| All | +135.0% | -3.0% | +138.0% | +111.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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