+780.7%
GOOG vs USFR
+28.1%
+752.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.5% | +1.5% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | -2.0% | +0.4% | -2.3% | -2.1% |
| 3M | -5.9% | +1.0% | -6.9% | -6.3% |
| 6M | +8.9% | +2.0% | +6.9% | +7.9% |
| YTD | +7.1% | +2.8% | +4.4% | +5.8% |
| 1Y | +39.7% | +4.1% | +35.6% | +37.3% |
| 3Y | +145.8% | +14.1% | +131.7% | +134.2% |
| 5Y | +138.6% | +20.6% | +118.0% | +122.8% |
| All | +780.7% | +28.1% | +752.5% | +717.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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