+216.4%
GOOG vs EXE
+187.5%
+28.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -1.9% |
| 7D | -1.6% | -2.7% | +1.2% | -1.2% |
| 30D | -7.7% | -0.4% | -7.3% | -7.6% |
| 3M | -9.3% | +9.5% | -18.8% | -10.6% |
| 6M | +7.4% | -9.3% | +16.8% | +8.7% |
| YTD | +4.9% | -10.9% | +15.8% | +6.1% |
| 1Y | +37.2% | +4.3% | +32.9% | +35.1% |
| 3Y | +141.6% | +18.8% | +122.8% | +129.9% |
| 5Y | +128.8% | +101.4% | +27.3% | +104.4% |
| All | +216.4% | +187.5% | +28.9% | +175.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling