+150.5%
GOOGL vs FFIV
+141.9%
+8.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +1.1% | -1.5% | +2.6% | +1.4% |
| 30D | -4.4% | -2.7% | -1.8% | -4.0% |
| 3M | -6.8% | -1.7% | -5.1% | -6.6% |
| 6M | +13.6% | +36.1% | -22.6% | +4.1% |
| YTD | +8.3% | +52.6% | -44.3% | -4.4% |
| 1Y | +44.9% | +21.5% | +23.4% | +36.4% |
| 3Y | +150.5% | +142.7% | +7.8% | +104.7% |
| All | +150.5% | +141.9% | +8.5% | +104.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling