+772.7%
GOOG vs EXPD
+316.4%
+456.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -2.6% |
| 7D | -1.6% | +1.2% | -2.7% | -2.0% |
| 30D | -7.7% | +5.2% | -12.9% | -9.6% |
| 3M | -9.3% | +13.2% | -22.5% | -14.0% |
| 6M | +7.4% | +30.3% | -22.9% | -4.3% |
| YTD | +4.9% | +27.0% | -22.2% | -6.5% |
| 1Y | +37.2% | +57.3% | -20.1% | +10.8% |
| 3Y | +141.6% | +70.0% | +71.6% | +83.2% |
| 5Y | +128.8% | +61.6% | +67.1% | +73.2% |
| 10Y | +772.7% | +321.1% | +451.7% | +346.8% |
| All | +772.7% | +316.4% | +456.3% | +346.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling