+692.8%
GOOGL vs FN
+700.1%
-7.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.3% | +6.3% | +0.4% |
| 7D | +3.9% | +0.3% | +3.6% | +3.6% |
| 30D | -14.9% | -16.5% | +1.6% | -12.8% |
| 3M | -14.6% | -42.1% | +27.6% | -7.2% |
| 6M | -26.4% | -52.9% | +26.4% | -18.3% |
| YTD | -5.3% | -28.0% | +22.6% | -6.5% |
| 1Y | +6.5% | -18.5% | +25.0% | +1.8% |
| 3Y | +126.0% | +93.9% | +32.2% | +64.3% |
| 5Y | +100.8% | +170.5% | -69.7% | +28.5% |
| All | +692.8% | +700.1% | -7.3% | +288.7% |
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