+143.8%
GOOGL vs FTV
-3.3%
+147.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.0% | -1.9% |
| 7D | -1.9% | -1.3% | -0.6% | -1.5% |
| 30D | -7.5% | -9.5% | +2.1% | -4.6% |
| 3M | -9.2% | -10.9% | +1.7% | -6.2% |
| 6M | +8.1% | -0.6% | +8.7% | +7.1% |
| YTD | +5.8% | +1.4% | +4.4% | +3.5% |
| 1Y | +38.3% | +17.6% | +20.7% | +26.8% |
| All | +143.8% | -3.3% | +147.1% | +144.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling