+138.3%
GOOGL vs USFR
+20.4%
+117.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -2.8% | +0.1% | -2.9% | -2.9% |
| 30D | -3.2% | +0.3% | -3.5% | -3.5% |
| 3M | -6.6% | +1.0% | -7.6% | -7.3% |
| 6M | +8.5% | +1.9% | +6.5% | +7.0% |
| YTD | +6.5% | +2.7% | +3.8% | +4.6% |
| 1Y | +39.4% | +4.0% | +35.4% | +36.0% |
| 3Y | +146.2% | +14.1% | +132.1% | +140.3% |
| 5Y | +138.3% | +20.5% | +117.9% | +140.1% |
| All | +138.3% | +20.4% | +117.9% | +140.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling