+1,099.6%
GOOGL vs USFR
+27.5%
+1,072.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -2.3% | +0.1% | -2.3% | -2.3% |
| 30D | -6.6% | +0.3% | -6.9% | -6.6% |
| 3M | -8.9% | +1.0% | -9.9% | -9.2% |
| 6M | +11.9% | +1.9% | +9.9% | +11.2% |
| YTD | +8.3% | +2.6% | +5.7% | +7.5% |
| 1Y | +46.2% | +4.0% | +42.2% | +44.5% |
| 3Y | +151.9% | +14.1% | +137.8% | +142.5% |
| 5Y | +137.7% | +20.4% | +117.3% | +125.4% |
| 10Y | +757.6% | +28.0% | +729.6% | +701.5% |
| All | +1,099.6% | +27.5% | +1,072.1% | +1,018.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling