+137.7%
GOOGL vs FFIV
+92.2%
+45.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +1.1% | -1.5% | +2.6% | +1.7% |
| 30D | -4.4% | -2.7% | -1.8% | -3.7% |
| 3M | -6.8% | -1.7% | -5.1% | -6.7% |
| 6M | +13.6% | +36.1% | -22.6% | -2.8% |
| YTD | +8.3% | +52.6% | -44.3% | -13.2% |
| 1Y | +44.9% | +21.5% | +23.4% | +28.7% |
| 3Y | +150.5% | +142.7% | +7.8% | +43.4% |
| 5Y | +137.7% | +92.6% | +45.2% | +48.2% |
| All | +137.7% | +92.2% | +45.5% | +48.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling