+128.8%
GOOG vs EXC
+46.0%
+82.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -2.0% |
| 7D | -1.6% | +0.3% | -1.9% | -1.6% |
| 30D | -7.7% | -0.9% | -6.8% | -7.6% |
| 3M | -9.3% | -2.7% | -6.6% | -9.2% |
| 6M | +7.4% | -9.4% | +16.8% | +8.5% |
| YTD | +4.9% | +3.0% | +1.8% | +3.8% |
| 1Y | +37.2% | +5.1% | +32.1% | +35.3% |
| 3Y | +141.6% | +20.6% | +121.0% | +128.8% |
| 5Y | +128.8% | +45.7% | +83.0% | +98.5% |
| All | +128.8% | +46.0% | +82.8% | +98.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling