+46.1%
GOOGL vs VFC
-6.8%
+53.0%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.5% | -1.5% |
| 7D | -2.3% | -1.6% | -0.7% | -2.1% |
| 30D | -6.6% | -11.6% | +5.0% | -4.8% |
| 3M | -9.0% | -18.1% | +9.1% | -6.8% |
| 6M | +11.8% | -27.4% | +39.2% | +16.1% |
| YTD | +8.3% | -24.8% | +33.1% | +12.0% |
| 1Y | +46.1% | -8.2% | +54.3% | +47.3% |
| All | +46.1% | -6.8% | +53.0% | +47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling