+135.0%
GOOG vs VFC
-79.4%
+214.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.9% |
| 7D | -2.5% | -3.3% | +0.8% | -2.0% |
| 30D | -3.6% | -14.0% | +10.4% | -1.2% |
| 3M | -6.4% | -22.6% | +16.1% | -3.0% |
| 6M | +7.8% | -24.7% | +32.5% | +12.0% |
| YTD | +5.5% | -29.0% | +34.5% | +10.4% |
| 1Y | +38.3% | -13.8% | +52.1% | +39.3% |
| 3Y | +143.1% | -28.2% | +171.3% | +136.7% |
| 5Y | +135.0% | -79.0% | +214.0% | +254.7% |
| All | +135.0% | -79.4% | +214.4% | +254.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 5y: compounded portfolio wealth divided by compounded VFC 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…
5y analysis · Full analysis span regression · 6 months rolling