+118.8%
GOOGL vs FN
+106.7%
+12.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.8% | +4.5% | +0.3% |
| 7D | +2.6% | -4.1% | +6.7% | +2.8% |
| 30D | -18.3% | -28.3% | +10.1% | -15.5% |
| 3M | -19.6% | -33.9% | +14.3% | -16.5% |
| 6M | -28.2% | -43.9% | +15.7% | -24.8% |
| YTD | -8.0% | -23.4% | +15.4% | -9.8% |
| 1Y | -0.7% | -25.4% | +24.7% | -2.7% |
| 3Y | +118.8% | +107.9% | +10.9% | +77.8% |
| All | +118.8% | +106.7% | +12.1% | +77.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling