+137.7%
GOOGL vs VFC
-78.3%
+216.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.8% | +0.3% |
| 7D | +1.1% | +0.8% | +0.2% | +0.9% |
| 30D | -4.4% | -11.9% | +7.5% | -2.5% |
| 3M | -6.8% | -20.2% | +13.3% | -3.9% |
| 6M | +13.6% | -23.0% | +36.5% | +17.5% |
| YTD | +8.3% | -26.2% | +34.5% | +12.6% |
| 1Y | +44.9% | -13.3% | +58.3% | +45.9% |
| 3Y | +150.5% | -25.5% | +175.9% | +142.7% |
| 5Y | +137.7% | -78.1% | +215.8% | +251.5% |
| All | +137.7% | -78.3% | +216.0% | +251.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling