+43.6%
GOOG vs FN
+11.2%
+32.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.1% |
| 7D | +1.1% | +3.5% | -2.5% | +0.8% |
| 30D | -5.1% | -26.0% | +20.9% | -3.2% |
| 3M | -7.1% | -33.3% | +26.2% | -4.6% |
| 6M | +12.7% | -14.9% | +27.6% | +11.0% |
| YTD | +7.1% | -8.6% | +15.6% | +3.7% |
| 1Y | +43.6% | +12.3% | +31.3% | +30.7% |
| All | +43.6% | +11.2% | +32.4% | +30.7% |
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