+44.5%
GOOG vs FN
+17.1%
+27.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.1% | -4.3% | -1.3% |
| 7D | -2.2% | -1.7% | -0.5% | -2.1% |
| 30D | -6.9% | -22.0% | +15.1% | -5.5% |
| 3M | -9.1% | -43.0% | +33.9% | -5.2% |
| 6M | +10.6% | -27.7% | +38.4% | +11.0% |
| YTD | +7.0% | -10.5% | +17.5% | +3.8% |
| 1Y | +44.5% | +12.5% | +32.0% | +31.1% |
| All | +44.5% | +17.1% | +27.5% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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