+571.9%
AMZN vs FE
+107.2%
+464.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | +7.9% | 0.0% | +7.9% | +7.9% |
| 30D | -0.2% | +5.2% | -5.4% | -1.3% |
| 3M | -4.8% | 0.0% | -4.7% | -4.8% |
| 6M | -5.7% | +5.0% | -10.7% | -6.9% |
| YTD | +12.3% | +7.9% | +4.4% | +10.1% |
| 1Y | +6.7% | +6.3% | +0.4% | +4.8% |
| 3Y | +85.6% | +46.0% | +39.5% | +66.7% |
| 5Y | +47.4% | +45.6% | +1.7% | +32.2% |
| All | +571.9% | +107.2% | +464.7% | +476.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling