+616.9%
GOOGL vs FN
+753.0%
-136.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +11.7% | -10.9% | -1.4% |
| 7D | +1.8% | 0.0% | +1.8% | +1.1% |
| 30D | -18.8% | -34.3% | +15.6% | -12.8% |
| 3M | -20.3% | -39.9% | +19.5% | -14.1% |
| 6M | -28.4% | -51.8% | +23.5% | -20.8% |
| YTD | -8.8% | -28.1% | +19.3% | -9.7% |
| 1Y | +0.3% | -29.1% | +29.3% | -0.9% |
| 3Y | +120.7% | +102.4% | +18.3% | +59.1% |
| 5Y | +93.1% | +171.7% | -78.5% | +23.9% |
| All | +616.9% | +753.0% | -136.1% | +247.0% |
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