+746.7%
GOOGL vs VFC
-69.4%
+816.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -1.8% |
| 7D | -1.9% | -2.3% | +0.5% | -1.4% |
| 30D | -7.5% | -13.4% | +5.9% | -4.8% |
| 3M | -9.2% | -23.7% | +14.5% | -4.9% |
| 6M | +8.1% | -24.5% | +32.5% | +13.1% |
| YTD | +5.8% | -27.8% | +33.7% | +11.4% |
| 1Y | +38.3% | -13.5% | +51.8% | +39.3% |
| 3Y | +144.8% | -27.1% | +171.9% | +132.6% |
| 5Y | +132.5% | -79.0% | +211.6% | +213.6% |
| 10Y | +746.7% | -68.7% | +815.4% | +965.2% |
| All | +746.7% | -69.4% | +816.1% | +965.2% |
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