+702.3%
GOOG vs EXC
+205.3%
+497.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.3% | -1.3% |
| 7D | +3.0% | +1.4% | +1.6% | +2.6% |
| 30D | -14.9% | +8.6% | -23.4% | -17.0% |
| 3M | -14.9% | +2.4% | -17.3% | -15.7% |
| 6M | -26.6% | +6.5% | -33.1% | -28.4% |
| YTD | -6.6% | +9.0% | -15.6% | -10.0% |
| 1Y | +5.1% | +4.6% | +0.5% | +2.5% |
| 3Y | +121.0% | +33.5% | +87.5% | +93.4% |
| 5Y | +97.3% | +41.4% | +55.9% | +66.7% |
| All | +702.3% | +205.3% | +497.0% | +410.2% |
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