+1,094.3%
GOOG vs USFR
+27.6%
+1,066.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +1.1% | +0.1% | +1.0% | +1.1% |
| 30D | -5.1% | +0.3% | -5.4% | -5.2% |
| 3M | -7.1% | +1.0% | -8.1% | -7.4% |
| 6M | +12.7% | +1.9% | +10.7% | +11.9% |
| YTD | +7.1% | +2.7% | +4.4% | +6.0% |
| 1Y | +43.6% | +4.0% | +39.6% | +41.5% |
| 3Y | +146.8% | +14.0% | +132.7% | +135.6% |
| 5Y | +133.7% | +20.4% | +113.3% | +118.9% |
| 10Y | +773.3% | +28.1% | +745.3% | +701.9% |
| All | +1,094.3% | +27.6% | +1,066.7% | +994.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling