+126.0%
GOOGL vs FE
+50.7%
+75.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -0.8% |
| 7D | +3.9% | +1.2% | +2.6% | +4.0% |
| 30D | -14.9% | +4.5% | -19.5% | -14.3% |
| 3M | -14.6% | +1.3% | -15.9% | -14.3% |
| 6M | -26.4% | +8.7% | -35.1% | -25.6% |
| YTD | -5.3% | +9.2% | -14.5% | -4.2% |
| 1Y | +6.5% | +7.0% | -0.5% | +7.6% |
| 3Y | +126.0% | +51.4% | +74.7% | +130.7% |
| All | +126.0% | +50.7% | +75.4% | +130.7% |
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 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