+780.7%
GOOG vs EXC
+158.0%
+622.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.1% | +1.7% |
| 7D | 0.0% | -1.1% | +1.1% | +0.4% |
| 30D | -2.0% | -3.6% | +1.7% | -0.9% |
| 3M | -5.9% | -4.3% | -1.6% | -5.0% |
| 6M | +8.9% | -9.9% | +18.8% | +11.6% |
| YTD | +7.1% | +1.8% | +5.3% | +5.5% |
| 1Y | +39.7% | +2.9% | +36.8% | +36.8% |
| 3Y | +145.8% | +19.1% | +126.7% | +123.9% |
| 5Y | +138.6% | +44.8% | +93.8% | +98.7% |
| All | +780.7% | +158.0% | +622.7% | +497.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 10y: compounded portfolio wealth divided by compounded EXC 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…
10y analysis · Full analysis span regression · 6 months rolling