+143.8%
GOOGL vs FTI
+274.9%
-131.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.8% | -2.2% |
| 7D | -1.9% | -2.3% | +0.5% | -1.5% |
| 30D | -7.5% | +5.0% | -12.5% | -8.2% |
| 3M | -9.2% | +13.8% | -23.0% | -11.5% |
| 6M | +8.1% | +22.9% | -14.8% | +3.1% |
| YTD | +5.8% | +75.0% | -69.1% | -6.6% |
| 1Y | +38.3% | +96.9% | -58.5% | +18.7% |
| All | +143.8% | +274.9% | -131.2% | +87.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling