+4.4%
GOOGL vs FFIV
+33.5%
-29.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.6% | +3.2% |
| 7D | -11.1% | -9.8% | -1.3% | -10.3% |
| 30D | -16.6% | -28.1% | +11.5% | -14.5% |
| 3M | -23.4% | -20.0% | -3.4% | -22.5% |
| 6M | -24.5% | -0.1% | -24.5% | -25.1% |
| YTD | -7.5% | +29.2% | -36.7% | -11.6% |
| 1Y | +4.4% | +36.6% | -32.2% | -1.5% |
| All | +4.4% | +33.5% | -29.1% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 1y: compounded portfolio wealth divided by compounded FFIV 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…
1y analysis · Full analysis span regression · 6 months rolling