+11,484.7%
GOOGL vs FFIV
+2,521.7%
+8,963.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | +0.6% |
| 7D | +3.3% | -2.1% | +5.4% | +3.8% |
| 30D | -18.1% | -33.8% | +15.7% | -9.4% |
| 3M | -18.6% | -20.6% | +2.0% | -14.7% |
| 6M | -28.0% | -10.2% | -17.8% | -27.2% |
| YTD | -7.8% | +24.5% | -32.2% | -15.4% |
| 1Y | +3.6% | +29.3% | -25.7% | -6.0% |
| 3Y | +123.4% | +103.8% | +19.6% | +76.3% |
| 5Y | +95.3% | +40.9% | +54.5% | +69.5% |
| 10Y | +622.2% | +126.6% | +495.6% | +444.9% |
| All | +11,484.7% | +2,521.7% | +8,963.0% | +3,977.0% |
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