+2,311.6%
GOOGL vs FN
+2,575.5%
-264.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -14.2% | +12.0% | 0.0% |
| 7D | -0.4% | -16.0% | +15.5% | +1.9% |
| 30D | -18.7% | -40.1% | +21.4% | -12.4% |
| 3M | -22.0% | -43.9% | +21.9% | -15.9% |
| 6M | -27.2% | -55.6% | +28.5% | -19.7% |
| YTD | -9.5% | -35.7% | +26.1% | -8.0% |
| 1Y | -0.4% | -39.8% | +39.5% | +2.1% |
| 3Y | +121.0% | +80.3% | +40.7% | +78.8% |
| 5Y | +91.6% | +143.3% | -51.7% | +43.8% |
| 10Y | +630.4% | +682.3% | -51.9% | +349.9% |
| All | +2,311.6% | +2,575.5% | -264.0% | +1,100.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling