+667.7%
GOOGL vs FN
+850.1%
-182.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.9% | -3.8% | +1.0% |
| 7D | +1.6% | +8.0% | -6.4% | -0.3% |
| 30D | -16.8% | -19.1% | +2.3% | -14.2% |
| 3M | -14.6% | -29.8% | +15.2% | -10.6% |
| 6M | -24.4% | -43.2% | +18.8% | -19.1% |
| YTD | -6.1% | -18.9% | +12.9% | -9.2% |
| 1Y | +1.0% | -17.9% | +18.9% | -3.1% |
| 3Y | +123.4% | +120.1% | +3.3% | +58.7% |
| 5Y | +103.2% | +206.7% | -103.5% | +27.2% |
| 10Y | +667.7% | +804.7% | -136.9% | +267.5% |
| All | +667.7% | +850.1% | -182.4% | +267.5% |
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