+2,404.4%
GOOGL vs FN
+3,270.0%
-865.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.9% | -3.8% | +1.2% |
| 7D | +1.6% | +8.0% | -6.4% | 0.0% |
| 30D | -16.8% | -19.1% | +2.3% | -14.6% |
| 3M | -14.6% | -29.8% | +15.2% | -11.2% |
| 6M | -24.4% | -43.2% | +18.8% | -20.0% |
| YTD | -6.1% | -18.9% | +12.9% | -8.1% |
| 1Y | +1.0% | -17.9% | +18.9% | -1.8% |
| 3Y | +123.4% | +120.1% | +3.3% | +74.9% |
| 5Y | +103.2% | +206.7% | -103.5% | +46.8% |
| 10Y | +667.7% | +804.7% | -136.9% | +359.4% |
| All | +2,404.4% | +3,270.0% | -865.5% | +1,100.0% |
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