+745.7%
GOOGL vs FN
+900.0%
-154.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.1% | -4.2% | -1.7% |
| 7D | -2.3% | -1.7% | -0.6% | -2.0% |
| 30D | -6.6% | -22.0% | +15.4% | -2.9% |
| 3M | -8.9% | -43.0% | +34.1% | -0.5% |
| 6M | +11.9% | -27.7% | +39.6% | +14.2% |
| YTD | +8.3% | -10.5% | +18.9% | +4.3% |
| 1Y | +46.2% | +12.5% | +33.7% | +32.6% |
| 3Y | +151.9% | +153.8% | -1.9% | +76.4% |
| 5Y | +137.7% | +288.0% | -150.3% | +43.5% |
| All | +745.7% | +900.0% | -154.3% | +298.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling