+746.7%
GOOGL vs FFIV
+239.4%
+507.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.9% | -6.1% | -3.9% |
| 7D | -1.9% | +3.5% | -5.3% | -3.3% |
| 30D | -7.5% | -1.3% | -6.1% | -7.4% |
| 3M | -9.2% | +2.4% | -11.5% | -10.6% |
| 6M | +8.1% | +41.8% | -33.7% | -8.1% |
| YTD | +5.8% | +58.5% | -52.7% | -15.0% |
| 1Y | +38.3% | +24.3% | +14.0% | +22.4% |
| 3Y | +144.8% | +152.0% | -7.3% | +52.2% |
| 5Y | +132.5% | +99.1% | +33.4% | +58.3% |
| 10Y | +746.7% | +242.8% | +503.9% | +367.2% |
| All | +746.7% | +239.4% | +507.3% | +367.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling