+674.5%
GOOG vs FND
+58.4%
+616.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.6% | +1.0% |
| 7D | +1.1% | +0.4% | +0.7% | +1.0% |
| 30D | -5.1% | -23.6% | +18.5% | +0.4% |
| 3M | -7.1% | +4.3% | -11.4% | -8.8% |
| 6M | +12.7% | -20.3% | +32.9% | +16.7% |
| YTD | +7.1% | -21.3% | +28.4% | +10.6% |
| 1Y | +43.6% | -45.4% | +89.0% | +60.2% |
| 3Y | +146.8% | -48.9% | +195.6% | +166.6% |
| 5Y | +133.7% | -61.0% | +194.7% | +156.7% |
| All | +674.5% | +58.4% | +616.1% | +522.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling