+11,349.2%
GOOGL vs FFIV
+2,464.7%
+8,884.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | +1.8% | -8.1% | +9.9% | +4.0% |
| 30D | -18.8% | -33.4% | +14.6% | -10.3% |
| 3M | -20.3% | -24.7% | +4.4% | -15.3% |
| 6M | -28.4% | -8.8% | -19.5% | -27.9% |
| YTD | -8.8% | +21.8% | -30.6% | -15.8% |
| 1Y | +0.3% | +25.3% | -25.0% | -8.3% |
| 3Y | +120.7% | +101.2% | +19.6% | +74.8% |
| 5Y | +93.1% | +40.2% | +52.9% | +67.9% |
| 10Y | +636.1% | +129.0% | +507.1% | +454.7% |
| All | +11,349.2% | +2,464.7% | +8,884.5% | +3,953.1% |
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