+132.5%
GOOGL vs FTV
+1.8%
+130.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.0% | -1.7% |
| 7D | -1.9% | -1.3% | -0.6% | -1.2% |
| 30D | -7.5% | -9.5% | +2.1% | -2.9% |
| 3M | -9.2% | -10.9% | +1.7% | -4.5% |
| 6M | +8.1% | -0.6% | +8.7% | +6.9% |
| YTD | +5.8% | +1.4% | +4.4% | +2.4% |
| 1Y | +38.3% | +17.6% | +20.7% | +22.2% |
| 3Y | +144.8% | -3.3% | +148.0% | +136.1% |
| 5Y | +132.5% | -0.1% | +132.7% | +108.1% |
| All | +132.5% | +1.8% | +130.7% | +108.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling