+874.3%
GOOG vs FTV
+89.3%
+785.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.4% |
| 7D | +1.1% | -0.4% | +1.5% | +1.3% |
| 30D | -5.1% | -8.3% | +3.3% | -1.2% |
| 3M | -7.1% | -7.4% | +0.3% | -4.3% |
| 6M | +12.7% | -1.2% | +13.9% | +12.0% |
| YTD | +7.1% | +2.7% | +4.4% | +3.5% |
| 1Y | +43.6% | +18.4% | +25.2% | +28.9% |
| 3Y | +146.8% | -2.0% | +148.8% | +138.6% |
| 5Y | +133.7% | +3.4% | +130.3% | +116.6% |
| 10Y | +773.3% | +78.5% | +694.8% | +560.9% |
| All | +874.3% | +89.3% | +785.0% | +635.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling