+678.2%
GOOG vs FN
+850.1%
-171.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.9% | -3.9% | +0.9% |
| 7D | +1.2% | +8.0% | -6.9% | -0.7% |
| 30D | -16.7% | -19.1% | +2.4% | -14.2% |
| 3M | -15.2% | -29.8% | +14.6% | -11.2% |
| 6M | -24.8% | -43.2% | +18.4% | -19.5% |
| YTD | -7.2% | -18.9% | +11.7% | -10.2% |
| 1Y | -0.1% | -17.9% | +17.7% | -4.2% |
| 3Y | +118.8% | +120.1% | -1.3% | +55.5% |
| 5Y | +99.9% | +206.7% | -106.8% | +25.2% |
| 10Y | +678.2% | +804.7% | -126.5% | +272.1% |
| All | +678.2% | +850.1% | -171.9% | +272.1% |
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 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