+773.3%
GOOG vs FN
+882.3%
-109.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.4% |
| 7D | +1.1% | +3.5% | -2.5% | +0.4% |
| 30D | -5.1% | -26.0% | +20.9% | -0.3% |
| 3M | -7.1% | -33.3% | +26.2% | -1.5% |
| 6M | +12.7% | -14.9% | +27.6% | +11.2% |
| YTD | +7.1% | -8.6% | +15.6% | +2.7% |
| 1Y | +43.6% | +12.3% | +31.3% | +30.4% |
| 3Y | +146.8% | +174.4% | -27.6% | +69.7% |
| 5Y | +133.7% | +296.4% | -162.7% | +40.6% |
| 10Y | +773.3% | +890.0% | -116.7% | +311.4% |
| All | +773.3% | +882.3% | -109.0% | +311.4% |
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