+132.6%
GOOG vs FN
+289.0%
-156.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.1% | -4.2% | -1.6% |
| 7D | -2.1% | -1.7% | -0.5% | -1.9% |
| 30D | -6.8% | -22.0% | +15.2% | -3.7% |
| 3M | -9.1% | -43.0% | +33.9% | -1.7% |
| 6M | +10.7% | -27.7% | +38.5% | +12.6% |
| YTD | +7.1% | -10.5% | +17.6% | +3.2% |
| 1Y | +44.6% | +12.5% | +32.1% | +31.8% |
| 3Y | +147.4% | +153.8% | -6.4% | +74.9% |
| All | +132.6% | +289.0% | -156.4% | +36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling