+13,507.3%
GOOGL vs FFIV
+3,121.7%
+10,385.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -2.3% | -1.0% | -1.3% | -2.1% |
| 30D | -6.6% | -5.1% | -1.5% | -5.4% |
| 3M | -8.9% | -4.5% | -4.5% | -8.1% |
| 6M | +11.9% | +36.5% | -24.6% | +2.0% |
| YTD | +8.3% | +53.0% | -44.6% | -4.7% |
| 1Y | +46.2% | +24.2% | +22.0% | +35.3% |
| 3Y | +151.9% | +137.2% | +14.7% | +93.1% |
| 5Y | +137.7% | +91.8% | +45.9% | +92.6% |
| 10Y | +757.6% | +215.2% | +542.4% | +502.1% |
| All | +13,507.3% | +3,121.7% | +10,385.6% | +4,488.6% |
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