+555.5%
AMZN vs FE
+113.1%
+442.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | +0.8% | +0.6% | +0.2% | +0.7% |
| 30D | -6.4% | -2.1% | -4.2% | -6.0% |
| 3M | +4.8% | +2.6% | +2.2% | +4.1% |
| 6M | +20.5% | -6.8% | +27.3% | +22.1% |
| YTD | +11.3% | +6.9% | +4.5% | +9.4% |
| 1Y | +9.0% | +11.6% | -2.6% | +5.8% |
| 3Y | +85.9% | +47.7% | +38.2% | +66.2% |
| 5Y | +45.8% | +46.2% | -0.4% | +30.6% |
| 10Y | +555.5% | +109.2% | +446.3% | +453.6% |
| All | +555.5% | +113.1% | +442.4% | +453.6% |
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