+11,639.4%
GOOG vs EXC
+304.4%
+11,335.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.9% |
| 7D | +1.2% | -1.4% | +2.5% | +1.6% |
| 30D | -16.7% | +8.3% | -25.0% | -19.2% |
| 3M | -15.2% | +2.6% | -17.8% | -16.3% |
| 6M | -24.8% | +5.2% | -29.9% | -26.7% |
| YTD | -7.2% | +7.5% | -14.7% | -10.8% |
| 1Y | -0.1% | +3.2% | -3.3% | -2.6% |
| 3Y | +118.8% | +29.5% | +89.3% | +91.3% |
| 5Y | +99.9% | +39.7% | +60.3% | +67.8% |
| 10Y | +678.2% | +200.1% | +478.1% | +367.1% |
| All | +11,639.4% | +304.4% | +11,335.0% | +5,814.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling