+13,444.1%
GOOG vs EXC
+287.0%
+13,157.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | 0.0% | -0.7% |
| 7D | -2.1% | +0.3% | -2.4% | -2.2% |
| 30D | -6.8% | -3.7% | -3.1% | -5.7% |
| 3M | -9.1% | -1.3% | -7.8% | -9.0% |
| 6M | +10.7% | -9.7% | +20.4% | +13.9% |
| YTD | +7.1% | +2.9% | +4.2% | +4.8% |
| 1Y | +44.6% | +4.4% | +40.2% | +40.6% |
| 3Y | +147.4% | +22.2% | +125.2% | +121.1% |
| 5Y | +133.8% | +46.7% | +87.1% | +92.5% |
| 10Y | +777.5% | +155.3% | +622.2% | +460.2% |
| All | +13,444.1% | +287.0% | +13,157.2% | +6,850.8% |
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