+40.1%
GOOG vs EXPD
+54.9%
-14.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.2% |
| 7D | +1.1% | -0.9% | +2.0% | +1.2% |
| 30D | -5.1% | +4.1% | -9.1% | -5.4% |
| 3M | -7.1% | +13.8% | -20.9% | -8.5% |
| 6M | +12.7% | +27.3% | -14.6% | +9.5% |
| YTD | +7.1% | +25.4% | -18.4% | +4.1% |
| All | +40.1% | +54.9% | -14.8% | +34.4% |
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