+3,045.9%
GOOG vs V
+2,773.8%
+272.0%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | -0.1% | -0.5% |
| 7D | -2.1% | -1.7% | -0.4% | -1.3% |
| 30D | -6.8% | +2.0% | -8.8% | -7.8% |
| 3M | -9.1% | +17.4% | -26.4% | -16.6% |
| 6M | +10.7% | +17.5% | -6.8% | +1.0% |
| YTD | +7.1% | +7.6% | -0.5% | +1.9% |
| 1Y | +44.6% | +7.7% | +36.9% | +36.9% |
| 3Y | +147.4% | +54.7% | +92.8% | +90.7% |
| 5Y | +133.8% | +73.0% | +60.8% | +67.8% |
| 10Y | +777.5% | +390.9% | +386.7% | +277.4% |
| All | +3,045.9% | +2,773.8% | +272.0% | +521.6% |
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