+11,791.0%
GOOGL vs FTI
+1,270.6%
+10,520.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.0% | -1.4% |
| 7D | +3.9% | +4.3% | -0.5% | +2.9% |
| 30D | -14.9% | -4.7% | -10.3% | -14.1% |
| 3M | -14.6% | -13.5% | -1.0% | -12.1% |
| 6M | -26.4% | -8.7% | -17.7% | -25.6% |
| YTD | -5.3% | +49.0% | -54.3% | -14.1% |
| 1Y | +6.5% | +54.0% | -47.6% | -4.2% |
| 3Y | +126.0% | +211.6% | -85.6% | +71.5% |
| 5Y | +100.8% | +881.9% | -781.0% | +12.8% |
| 10Y | +673.8% | +188.1% | +485.7% | +404.9% |
| All | +11,791.0% | +1,270.6% | +10,520.4% | +5,222.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling