+140.7%
GOOG vs V
+52.0%
+88.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.7% | -2.0% |
| 7D | -1.6% | -2.9% | +1.4% | -0.6% |
| 30D | -7.7% | +1.9% | -9.5% | -8.2% |
| 3M | -9.3% | +13.2% | -22.5% | -13.1% |
| 6M | +7.4% | +16.7% | -9.3% | +1.5% |
| YTD | +4.9% | +5.4% | -0.5% | +2.8% |
| 1Y | +37.2% | +7.7% | +29.6% | +33.0% |
| All | +140.7% | +52.0% | +88.7% | +95.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling