+2,334.6%
GOOG vs FN
+2,887.5%
-552.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +11.7% | -10.9% | -1.1% |
| 7D | +2.1% | 0.0% | +2.1% | +1.5% |
| 30D | -18.3% | -34.3% | +16.0% | -13.3% |
| 3M | -20.3% | -39.9% | +19.5% | -15.1% |
| 6M | -28.1% | -51.8% | +23.8% | -21.8% |
| YTD | -9.3% | -28.1% | +18.8% | -9.5% |
| 1Y | -0.2% | -29.1% | +28.8% | -0.5% |
| 3Y | +118.0% | +102.4% | +15.6% | +73.0% |
| 5Y | +92.1% | +171.7% | -79.6% | +41.5% |
| 10Y | +652.3% | +773.5% | -121.2% | +354.3% |
| All | +2,334.6% | +2,887.5% | -552.9% | +1,088.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling