+101.1%
GOOGL vs FE
+47.0%
+54.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.1% |
| 7D | +3.9% | +1.2% | +2.6% | +3.7% |
| 30D | -14.9% | +4.5% | -19.5% | -15.5% |
| 3M | -14.6% | +1.3% | -15.9% | -14.7% |
| 6M | -26.4% | +8.7% | -35.1% | -27.5% |
| YTD | -5.3% | +9.2% | -14.5% | -7.1% |
| 1Y | +6.5% | +7.0% | -0.5% | +4.9% |
| 3Y | +126.0% | +51.4% | +74.7% | +98.8% |
| All | +101.1% | +47.0% | +54.1% | +76.1% |
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