+700.7%
GOOGL vs VFC
-50.3%
+750.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.0% | +4.7% | +2.4% |
| 7D | +5.7% | -1.4% | +7.1% | +6.0% |
| 30D | -15.6% | +24.6% | -40.2% | -19.4% |
| 3M | -13.0% | +38.4% | -51.4% | -18.8% |
| 6M | -22.8% | +15.3% | -38.1% | -25.8% |
| YTD | -4.4% | +12.7% | -17.1% | -8.2% |
| 1Y | +4.5% | +32.7% | -28.2% | -3.2% |
| 3Y | +127.4% | +43.7% | +83.7% | +87.5% |
| 5Y | +102.8% | -69.2% | +172.0% | +154.9% |
| All | +700.7% | -50.3% | +750.9% | +820.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling