+13,444.1%
GOOG vs VFC
+109.9%
+13,334.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -1.7% |
| 7D | -2.1% | -1.6% | -0.5% | -1.7% |
| 30D | -6.8% | -11.6% | +4.8% | -3.9% |
| 3M | -9.1% | -18.1% | +9.0% | -5.2% |
| 6M | +10.7% | -27.4% | +38.1% | +18.6% |
| YTD | +7.1% | -24.8% | +31.9% | +13.2% |
| 1Y | +44.6% | -8.2% | +52.8% | +43.2% |
| 3Y | +147.4% | -29.1% | +176.5% | +131.1% |
| 5Y | +133.8% | -79.2% | +213.0% | +224.0% |
| 10Y | +777.5% | -68.1% | +845.6% | +851.9% |
| All | +13,444.1% | +109.9% | +13,334.2% | +6,212.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling