+747.2%
GOOGL vs FTV
+127.6%
+619.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +3.9% | +3.9% | 0.0% | +2.1% |
| 30D | -14.9% | +18.7% | -33.6% | -21.6% |
| 3M | -14.6% | +10.0% | -24.6% | -18.6% |
| 6M | -26.4% | +14.6% | -41.0% | -31.7% |
| YTD | -5.3% | +23.4% | -28.7% | -16.3% |
| 1Y | +6.5% | +31.3% | -24.8% | -8.9% |
| 3Y | +126.0% | +39.8% | +86.2% | +82.5% |
| 5Y | +100.8% | +17.7% | +83.1% | +74.6% |
| 10Y | +673.8% | +110.2% | +563.6% | +436.4% |
| All | +747.2% | +127.6% | +619.6% | +485.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling