+11,697.7%
GOOGL vs FFIV
+2,540.3%
+9,157.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.3% | +1.9% |
| 7D | +1.6% | -2.9% | +4.5% | +2.4% |
| 30D | -16.8% | -32.4% | +15.6% | -8.5% |
| 3M | -14.6% | -22.7% | +8.1% | -9.8% |
| 6M | -24.4% | -10.7% | -13.7% | -23.4% |
| YTD | -6.1% | +25.4% | -31.4% | -14.0% |
| 1Y | +1.0% | +34.2% | -33.2% | -9.3% |
| 3Y | +123.4% | +101.2% | +22.2% | +77.0% |
| 5Y | +103.2% | +42.0% | +61.3% | +76.0% |
| 10Y | +667.7% | +126.7% | +541.0% | +479.0% |
| All | +11,697.7% | +2,540.3% | +9,157.4% | +4,044.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling