-1.3%
GOOG vs FN
-20.4%
+19.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +11.9% | -11.1% | -0.1% |
| 7D | +2.9% | +16.3% | -13.4% | +1.4% |
| 30D | -17.8% | -24.7% | +7.0% | -16.7% |
| 3M | -19.0% | -34.9% | +15.9% | -17.3% |
| 6M | -27.9% | -41.1% | +13.2% | -26.3% |
| YTD | -8.7% | -19.6% | +10.9% | -11.0% |
| All | -1.3% | -20.4% | +19.1% | -4.4% |
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 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