+92.9%
GOOGL vs FN
+170.4%
-77.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +11.7% | -10.9% | -1.1% |
| 7D | +1.8% | 0.0% | +1.8% | +1.2% |
| 30D | -18.8% | -34.3% | +15.6% | -13.8% |
| 3M | -20.3% | -39.9% | +19.5% | -15.0% |
| 6M | -28.4% | -51.8% | +23.5% | -21.8% |
| YTD | -8.8% | -28.1% | +19.3% | -10.0% |
| 1Y | +0.3% | -29.1% | +29.3% | -1.2% |
| 3Y | +120.7% | +102.4% | +18.3% | +59.7% |
| All | +92.9% | +170.4% | -77.4% | +15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling