+46.1%
GOOGL vs FE
+11.4%
+34.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.3% |
| 7D | -2.3% | +1.9% | -4.3% | -2.0% |
| 30D | -6.6% | -1.2% | -5.4% | -6.8% |
| 3M | -9.0% | +3.5% | -12.5% | -8.4% |
| 6M | +11.8% | -6.1% | +17.9% | +12.3% |
| YTD | +8.3% | +7.6% | +0.7% | +8.3% |
| 1Y | +46.1% | +11.9% | +34.2% | +51.7% |
| All | +46.1% | +11.4% | +34.7% | +51.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling