+635.3%
GOOG vs FN
+837.6%
-202.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +11.9% | -11.1% | -1.5% |
| 7D | +2.9% | +16.3% | -13.4% | -0.7% |
| 30D | -17.8% | -24.7% | +7.0% | -14.1% |
| 3M | -19.0% | -34.9% | +15.9% | -14.0% |
| 6M | -27.9% | -41.1% | +13.2% | -23.4% |
| YTD | -8.7% | -19.6% | +10.9% | -11.5% |
| 1Y | +2.5% | -18.5% | +21.0% | -1.5% |
| 3Y | +119.2% | +119.1% | +0.1% | +56.0% |
| 5Y | +93.4% | +206.9% | -113.5% | +21.2% |
| 10Y | +635.3% | +826.4% | -191.1% | +250.3% |
| All | +635.3% | +837.6% | -202.3% | +250.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling