+148.5%
GOOG vs FE
+50.0%
+98.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.5% | -1.1% |
| 7D | -2.1% | +1.9% | -4.1% | -1.9% |
| 30D | -6.8% | -1.2% | -5.7% | -6.9% |
| 3M | -9.1% | +3.5% | -12.6% | -8.8% |
| 6M | +10.7% | -6.1% | +16.8% | +10.4% |
| YTD | +7.1% | +7.6% | -0.5% | +7.8% |
| 1Y | +44.6% | +11.9% | +32.7% | +46.2% |
| All | +148.5% | +50.0% | +98.5% | +149.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling