+223.2%
GOOG vs EXE
+182.2%
+41.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +1.8% |
| 7D | 0.0% | -3.1% | +3.2% | +0.5% |
| 30D | -2.0% | -0.9% | -1.0% | -1.9% |
| 3M | -5.9% | +9.6% | -15.4% | -7.2% |
| 6M | +8.9% | -11.6% | +20.5% | +10.6% |
| YTD | +7.1% | -12.6% | +19.7% | +8.7% |
| 1Y | +39.7% | +1.2% | +38.5% | +38.2% |
| 3Y | +145.8% | +18.0% | +127.8% | +134.1% |
| 5Y | +138.6% | +101.1% | +37.5% | +113.4% |
| All | +223.2% | +182.2% | +41.0% | +182.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 10y: compounded portfolio wealth divided by compounded EXE 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…
10y analysis · Full analysis span regression · 6 months rolling