+145.8%
GOOG vs FND
-50.3%
+196.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.4% |
| 7D | 0.0% | -5.8% | +5.8% | +0.7% |
| 30D | -2.0% | -20.2% | +18.3% | +0.6% |
| 3M | -5.9% | -12.0% | +6.1% | -4.9% |
| 6M | +8.9% | -18.5% | +27.4% | +10.5% |
| YTD | +7.1% | -22.3% | +29.4% | +8.9% |
| 1Y | +39.7% | -47.6% | +87.3% | +48.5% |
| 3Y | +145.8% | -49.8% | +195.6% | +146.2% |
| All | +145.8% | -50.3% | +196.1% | +146.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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