+13,507.3%
GOOGL vs VFC
+109.9%
+13,397.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.5% | -1.7% |
| 7D | -2.3% | -1.6% | -0.7% | -1.9% |
| 30D | -6.6% | -11.6% | +5.1% | -3.6% |
| 3M | -8.9% | -18.1% | +9.2% | -5.0% |
| 6M | +11.9% | -27.4% | +39.2% | +19.9% |
| YTD | +8.3% | -24.8% | +33.2% | +14.6% |
| 1Y | +46.2% | -8.2% | +54.4% | +44.8% |
| 3Y | +151.9% | -29.1% | +181.0% | +135.2% |
| 5Y | +137.7% | -79.2% | +216.9% | +229.8% |
| 10Y | +757.6% | -68.1% | +825.7% | +829.0% |
| All | +13,507.3% | +109.9% | +13,397.4% | +6,243.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling