+13,444.1%
GOOG vs FE
+205.7%
+13,238.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.5% | -0.9% |
| 7D | -2.1% | +1.9% | -4.1% | -2.7% |
| 30D | -6.8% | -1.2% | -5.7% | -6.5% |
| 3M | -9.1% | +3.5% | -12.6% | -10.3% |
| 6M | +10.7% | -6.1% | +16.8% | +12.4% |
| YTD | +7.1% | +7.6% | -0.5% | +3.9% |
| 1Y | +44.6% | +11.9% | +32.7% | +38.5% |
| 3Y | +147.4% | +48.4% | +99.0% | +111.5% |
| 5Y | +133.8% | +44.8% | +89.0% | +100.1% |
| 10Y | +777.5% | +115.9% | +661.6% | +519.7% |
| All | +13,444.1% | +205.7% | +13,238.5% | +7,971.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling