+123.1%
GOOG vs FN
+111.9%
+11.2%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.1% | +5.7% | +2.1% |
| 7D | +4.8% | +20.8% | -15.9% | +2.3% |
| 30D | -15.5% | -17.3% | +1.8% | -14.1% |
| 3M | -13.7% | -38.1% | +24.5% | -9.6% |
| 6M | -23.0% | -44.2% | +21.3% | -19.2% |
| YTD | -5.7% | -22.3% | +16.6% | -7.7% |
| 1Y | +3.0% | -20.9% | +24.0% | +0.1% |
| All | +123.1% | +111.9% | +11.2% | +80.9% |
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