+99.9%
GOOG vs EXC
+40.5%
+59.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +2.0% |
| 7D | +1.2% | -1.4% | +2.5% | +1.2% |
| 30D | -16.7% | +8.3% | -25.0% | -17.3% |
| 3M | -15.2% | +2.6% | -17.8% | -15.4% |
| 6M | -24.8% | +5.2% | -29.9% | -25.3% |
| YTD | -7.2% | +7.5% | -14.7% | -8.5% |
| 1Y | -0.1% | +3.2% | -3.3% | -0.8% |
| 3Y | +118.8% | +29.5% | +89.3% | +103.9% |
| 5Y | +99.9% | +39.7% | +60.3% | +67.9% |
| All | +99.9% | +40.5% | +59.5% | +67.9% |
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