+2,644.4%
GOOG vs V
+3,168.3%
-523.8%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.6% |
| 7D | +3.0% | +0.9% | +2.1% | +2.5% |
| 30D | -14.9% | +9.0% | -23.9% | -18.9% |
| 3M | -14.9% | +16.7% | -31.6% | -21.8% |
| 6M | -26.6% | +33.4% | -60.0% | -37.3% |
| YTD | -6.6% | +22.4% | -29.0% | -17.2% |
| 1Y | +5.1% | +27.7% | -22.6% | -9.1% |
| 3Y | +121.0% | +78.0% | +43.0% | +57.8% |
| 5Y | +97.3% | +108.5% | -11.2% | +28.8% |
| 10Y | +683.2% | +459.0% | +224.2% | +213.6% |
| All | +2,644.4% | +3,168.3% | -523.8% | +405.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling