+767.4%
GOOG vs V
+384.5%
+382.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.7% | +0.6% |
| 7D | -2.5% | -3.0% | +0.5% | -0.6% |
| 30D | -3.6% | +1.2% | -4.8% | -4.4% |
| 3M | -6.4% | +13.9% | -20.3% | -14.0% |
| 6M | +7.8% | +17.2% | -9.5% | -3.4% |
| YTD | +5.5% | +5.3% | +0.2% | +0.7% |
| 1Y | +38.3% | +9.5% | +28.8% | +28.1% |
| 3Y | +143.1% | +51.9% | +91.2% | +76.9% |
| 5Y | +135.0% | +69.6% | +65.4% | +55.5% |
| All | +767.4% | +384.5% | +382.9% | +168.9% |
Cumulative growth
Daily Returns
Daily percentage return beside V.
Daily Out/Under-Performance
Portfolio return minus V return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × V 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 V 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