+740.7%
GOOGL vs FTI
+301.2%
+439.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +1.0% |
| 7D | -2.8% | -5.6% | +2.8% | -2.0% |
| 30D | -3.2% | +0.4% | -3.6% | -3.3% |
| 3M | -6.6% | +8.1% | -14.7% | -8.0% |
| 6M | +8.5% | +16.7% | -8.2% | +5.2% |
| YTD | +6.5% | +70.0% | -63.5% | -2.8% |
| 1Y | +39.4% | +85.4% | -46.0% | +25.3% |
| 3Y | +146.2% | +265.9% | -119.7% | +96.3% |
| 5Y | +138.3% | +1,072.7% | -934.4% | +52.6% |
| All | +740.7% | +301.2% | +439.4% | +492.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 10y: compounded portfolio wealth divided by compounded FTI 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…
10y analysis · Full analysis span regression · 6 months rolling