+692.8%
GOOGL vs USFR
+28.6%
+664.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +3.9% | +0.1% | +3.8% | +3.8% |
| 30D | -14.9% | +0.4% | -15.3% | -15.1% |
| 3M | -14.6% | +1.1% | -15.6% | -15.1% |
| 6M | -26.4% | +2.0% | -28.5% | -27.3% |
| YTD | -5.3% | +3.5% | -8.8% | -7.2% |
| 1Y | +6.5% | +4.1% | +2.4% | +4.0% |
| 3Y | +126.0% | +14.4% | +111.7% | +111.7% |
| 5Y | +100.8% | +21.4% | +79.4% | +82.5% |
| All | +692.8% | +28.6% | +664.3% | +605.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling