+147.6%
GOOG vs FN
+158.4%
-10.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.1% | -4.2% | -1.5% |
| 7D | -2.1% | -1.7% | -0.5% | -1.9% |
| 30D | -6.8% | -22.0% | +15.2% | -4.4% |
| 3M | -9.1% | -43.0% | +33.9% | -3.1% |
| 6M | +10.7% | -27.7% | +38.5% | +12.2% |
| YTD | +7.1% | -10.5% | +17.6% | +3.7% |
| 1Y | +44.6% | +12.5% | +32.1% | +33.6% |
| All | +147.6% | +158.4% | -10.8% | +77.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling