+97.7%
GOOG vs FN
+169.4%
-71.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.3% | +6.3% | +0.2% |
| 7D | +3.0% | +0.3% | +2.8% | +2.8% |
| 30D | -14.9% | -16.5% | +1.7% | -13.1% |
| 3M | -14.9% | -42.1% | +27.2% | -8.7% |
| 6M | -26.6% | -52.9% | +26.3% | -19.6% |
| YTD | -6.6% | -28.0% | +21.4% | -8.0% |
| 1Y | +5.1% | -18.5% | +23.6% | +0.4% |
| 3Y | +121.0% | +93.9% | +27.1% | +61.5% |
| All | +97.7% | +169.4% | -71.7% | +17.8% |
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