+120.7%
GOOGL vs FN
+101.0%
+19.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +11.7% | -10.9% | -0.6% |
| 7D | +1.8% | 0.0% | +1.8% | +1.4% |
| 30D | -18.8% | -34.3% | +15.6% | -15.0% |
| 3M | -20.3% | -39.9% | +19.5% | -16.3% |
| 6M | -28.4% | -51.8% | +23.5% | -23.3% |
| YTD | -8.8% | -28.1% | +19.3% | -9.9% |
| 1Y | +0.3% | -29.1% | +29.3% | -1.1% |
| 3Y | +120.7% | +102.4% | +18.3% | +78.7% |
| All | +120.7% | +101.0% | +19.7% | +78.7% |
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 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