+133.6%
GOOG vs EXPD
+59.0%
+74.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.5% |
| 7D | +1.1% | -0.9% | +2.0% | +1.4% |
| 30D | -5.1% | +4.1% | -9.1% | -6.3% |
| 3M | -7.1% | +13.8% | -20.9% | -11.2% |
| 6M | +12.7% | +27.3% | -14.6% | +3.3% |
| YTD | +7.1% | +25.4% | -18.4% | -2.1% |
| 1Y | +43.6% | +54.4% | -10.8% | +20.8% |
| 3Y | +146.8% | +67.9% | +78.9% | +94.8% |
| All | +133.6% | +59.0% | +74.6% | +78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling