-28.1%
GOOG vs EXPD
+20.5%
-48.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.0% | +0.9% |
| 7D | +2.1% | -7.2% | +9.2% | +2.5% |
| 30D | -18.3% | -3.3% | -15.0% | -18.3% |
| 3M | -20.3% | +3.4% | -23.7% | -21.1% |
| 6M | -28.1% | +22.7% | -50.7% | -34.5% |
| All | -28.1% | +20.5% | -48.6% | -34.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling