+46.2%
GOOGL vs FTV
+21.7%
+24.5%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.0% |
| 7D | -2.3% | -4.5% | +2.2% | -1.9% |
| 30D | -6.6% | -7.1% | +0.5% | -5.9% |
| 3M | -8.9% | -7.2% | -1.8% | -8.4% |
| 6M | +11.9% | -1.5% | +13.4% | +10.6% |
| YTD | +8.3% | +3.5% | +4.9% | +7.4% |
| 1Y | +46.2% | +20.3% | +25.9% | +39.9% |
| All | +46.2% | +21.7% | +24.5% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 1y: compounded portfolio wealth divided by compounded FTV 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…
1y analysis · Full analysis span regression · 6 months rolling