+37.4%
GOOG vs EXC
+5.2%
+32.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -2.2% |
| 7D | -1.6% | +0.3% | -1.9% | -1.5% |
| 30D | -7.7% | -0.9% | -6.8% | -7.9% |
| 3M | -9.3% | -2.7% | -6.6% | -9.9% |
| 6M | +7.4% | -9.4% | +16.8% | +6.0% |
| YTD | +4.9% | +3.0% | +1.8% | +5.1% |
| All | +37.4% | +5.2% | +32.2% | +40.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling