+678.2%
GOOG vs FE
+120.9%
+557.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | +1.2% | -0.4% | +1.6% | +1.3% |
| 30D | -16.7% | +3.6% | -20.3% | -17.5% |
| 3M | -15.2% | +0.3% | -15.5% | -15.4% |
| 6M | -24.8% | +6.4% | -31.2% | -26.2% |
| YTD | -7.2% | +8.1% | -15.3% | -9.6% |
| 1Y | -0.1% | +4.6% | -4.7% | -1.8% |
| 3Y | +118.8% | +49.1% | +69.7% | +91.9% |
| 5Y | +99.9% | +46.1% | +53.8% | +75.4% |
| 10Y | +678.2% | +122.7% | +555.5% | +553.9% |
| All | +678.2% | +120.9% | +557.3% | +553.9% |
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