+3.6%
GOOG vs EXPD
+53.8%
-50.2%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.2% | +6.5% | +3.6% |
| 7D | -10.7% | +0.3% | -11.0% | -10.9% |
| 30D | -16.4% | +1.8% | -18.3% | -16.7% |
| 3M | -23.4% | +8.9% | -32.3% | -24.4% |
| 6M | -24.2% | +42.2% | -66.5% | -28.3% |
| YTD | -8.3% | +33.4% | -41.6% | -15.0% |
| 1Y | +3.6% | +47.2% | -43.6% | -10.3% |
| All | +3.6% | +53.8% | -50.2% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 1y: compounded portfolio wealth divided by compounded EXPD 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…
1y analysis · Full analysis span regression · 6 months rolling