+133.7%
GOOG vs FE
+48.2%
+85.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | +1.1% | +0.6% | +0.4% | +1.0% |
| 30D | -5.1% | -2.1% | -2.9% | -4.8% |
| 3M | -7.1% | +2.6% | -9.7% | -7.6% |
| 6M | +12.7% | -6.8% | +19.4% | +13.9% |
| YTD | +7.1% | +6.9% | +0.2% | +5.3% |
| 1Y | +43.6% | +11.6% | +32.0% | +40.0% |
| 3Y | +146.8% | +47.7% | +99.1% | +117.2% |
| 5Y | +133.7% | +46.2% | +87.5% | +109.2% |
| All | +133.7% | +48.2% | +85.5% | +109.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling